+193.4%
JNJ vs EXEL
+386.3%
-192.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.1% |
| 7D | -4.3% | -2.9% | -1.5% | -4.1% |
| 30D | +3.0% | +11.9% | -8.9% | +2.0% |
| 3M | +12.2% | +9.2% | +3.0% | +11.3% |
| 6M | +10.5% | +39.1% | -28.6% | +7.0% |
| YTD | +30.8% | +31.0% | -0.3% | +27.3% |
| 1Y | +54.9% | +52.3% | +2.6% | +48.4% |
| 3Y | +80.7% | +159.7% | -79.1% | +62.4% |
| 5Y | +83.4% | +187.7% | -104.3% | +61.7% |
| All | +193.4% | +386.3% | -192.9% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling