+8,682.5%
JNJ vs EXPD
+30,859.1%
-22,176.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +2.7% | -1.1% | +3.8% | +2.8% |
| 30D | +7.4% | +4.1% | +3.3% | +6.8% |
| 3M | +21.2% | +17.9% | +3.3% | +18.5% |
| 6M | +13.4% | +29.2% | -15.8% | +9.4% |
| YTD | +35.1% | +27.4% | +7.8% | +30.2% |
| 1Y | +57.4% | +56.8% | +0.6% | +47.4% |
| 3Y | +86.8% | +68.0% | +18.7% | +72.1% |
| 5Y | +80.8% | +61.9% | +18.9% | +65.8% |
| 10Y | +202.7% | +316.0% | -113.3% | +144.5% |
| All | +8,682.5% | +30,859.1% | -22,176.6% | +4,846.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling