+54.3%
JNJ vs EXPE
+26.5%
+27.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.8% |
| 7D | -3.0% | -11.5% | +8.6% | -3.0% |
| 30D | +2.5% | -13.1% | +15.6% | +2.5% |
| 3M | +13.2% | +18.1% | -4.9% | +14.4% |
| 6M | +11.3% | +13.3% | -2.0% | +12.3% |
| YTD | +31.1% | -3.2% | +34.4% | +32.7% |
| 1Y | +54.3% | +26.1% | +28.2% | +56.6% |
| All | +54.3% | +26.5% | +27.8% | +56.6% |
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