+219.1%
JNJ vs EXPE
+126.2%
+93.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +4.1% | -4.2% | +8.3% | +4.4% |
| 30D | +14.0% | -4.5% | +18.6% | +14.3% |
| 3M | +9.2% | -19.7% | +28.9% | +10.4% |
| 6M | +27.8% | +18.3% | +9.5% | +26.4% |
| YTD | +39.2% | -7.3% | +46.5% | +39.1% |
| 1Y | +49.1% | -3.9% | +53.0% | +48.6% |
| 3Y | +109.7% | +123.0% | -13.3% | +94.8% |
| 5Y | +97.6% | +47.9% | +49.6% | +87.2% |
| All | +219.1% | +126.2% | +93.0% | +175.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling