+98.3%
JNJ vs EXPD
+68.8%
+29.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.5% |
| 7D | +1.1% | -7.2% | +8.3% | +1.4% |
| 30D | +6.9% | -3.3% | +10.1% | +6.9% |
| 3M | +8.0% | +3.4% | +4.6% | +7.7% |
| 6M | +24.3% | +22.7% | +1.6% | +22.8% |
| YTD | +35.6% | +24.5% | +11.1% | +33.4% |
| 1Y | +51.1% | +38.6% | +12.4% | +47.3% |
| 3Y | +98.3% | +71.5% | +26.8% | +91.3% |
| All | +98.3% | +68.8% | +29.5% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling