+207.8%
JNJ vs EXPD
+334.2%
-126.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.6% |
| 7D | +4.3% | -5.5% | +9.7% | +5.4% |
| 30D | +7.9% | -1.9% | +9.8% | +8.2% |
| 3M | +9.4% | +6.1% | +3.3% | +7.8% |
| 6M | +28.8% | +21.6% | +7.2% | +23.3% |
| YTD | +38.5% | +27.9% | +10.6% | +30.1% |
| 1Y | +54.6% | +39.4% | +15.2% | +42.2% |
| 3Y | +108.4% | +72.7% | +35.7% | +78.8% |
| 5Y | +99.6% | +60.3% | +39.3% | +72.3% |
| 10Y | +207.8% | +332.6% | -124.8% | +102.7% |
| All | +207.8% | +334.2% | -126.4% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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