+192.5%
JNJ vs EXPE
+169.0%
+23.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -3.5% | -5.8% | +2.3% | -3.2% |
| 30D | +2.3% | -13.6% | +15.9% | +3.1% |
| 3M | +12.0% | +25.2% | -13.2% | +10.5% |
| 6M | +10.5% | +22.3% | -11.9% | +9.0% |
| YTD | +30.4% | -0.3% | +30.7% | +29.9% |
| 1Y | +52.1% | +27.8% | +24.3% | +48.9% |
| 3Y | +77.8% | +162.4% | -84.6% | +63.3% |
| 5Y | +82.9% | +95.8% | -12.9% | +68.5% |
| All | +192.5% | +169.0% | +23.6% | +147.0% |
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