+49.6%
JNJ vs EXEL
+60.1%
-10.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +3.5% | -0.8% | +4.3% | +3.6% |
| 30D | +12.5% | +13.1% | -0.6% | +10.6% |
| 3M | +9.6% | +36.3% | -26.8% | +5.3% |
| 6M | +25.3% | +34.5% | -9.2% | +20.7% |
| YTD | +40.3% | +57.4% | -17.1% | +33.9% |
| 1Y | +49.6% | +62.9% | -13.3% | +43.3% |
| All | +49.6% | +60.1% | -10.5% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling