+57.4%
JNJ vs EXPE
+40.7%
+16.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.2% |
| 7D | +2.7% | -9.5% | +12.2% | +2.6% |
| 30D | +7.4% | -6.6% | +14.0% | +7.3% |
| 3M | +21.2% | +31.4% | -10.2% | +22.6% |
| 6M | +13.4% | +35.2% | -21.8% | +15.1% |
| YTD | +35.1% | +5.8% | +29.3% | +36.7% |
| 1Y | +57.4% | +38.7% | +18.8% | +59.6% |
| All | +57.4% | +40.7% | +16.8% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling