+1,316.1%
JNJ vs EXEL
+273.2%
+1,043.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +2.7% | +8.4% | -5.7% | +2.2% |
| 30D | +7.4% | +4.1% | +3.3% | +7.1% |
| 3M | +21.2% | +12.4% | +8.8% | +20.3% |
| 6M | +13.4% | +41.5% | -28.1% | +10.9% |
| YTD | +35.1% | +34.6% | +0.5% | +32.5% |
| 1Y | +57.4% | +57.9% | -0.4% | +52.6% |
| 3Y | +86.8% | +159.5% | -72.7% | +74.3% |
| 5Y | +80.8% | +198.5% | -117.7% | +66.4% |
| 10Y | +202.7% | +411.4% | -208.6% | +162.1% |
| All | +1,316.1% | +273.2% | +1,043.0% | +939.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling