+195.7%
JNJ vs EXPD
+308.0%
-112.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -0.8% | -0.9% | +0.2% | -0.6% |
| 30D | +4.3% | +4.1% | +0.3% | +3.4% |
| 3M | +16.5% | +13.8% | +2.7% | +13.2% |
| 6M | +13.1% | +27.3% | -14.1% | +7.2% |
| YTD | +32.1% | +25.4% | +6.7% | +24.8% |
| 1Y | +54.5% | +54.4% | +0.1% | +38.5% |
| 3Y | +82.5% | +67.9% | +14.7% | +57.7% |
| 5Y | +80.0% | +59.2% | +20.8% | +55.1% |
| 10Y | +195.7% | +308.6% | -112.9% | +88.1% |
| All | +195.7% | +308.0% | -112.3% | +88.1% |
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