+80.0%
JNJ vs EXPE
+89.5%
-9.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.9% | +5.7% | -2.1% |
| 7D | -0.8% | -9.8% | +9.0% | -0.7% |
| 30D | +4.3% | -11.5% | +15.8% | +4.4% |
| 3M | +16.5% | +21.7% | -5.2% | +16.5% |
| 6M | +13.1% | +10.4% | +2.8% | +13.2% |
| YTD | +32.1% | -2.5% | +34.7% | +32.4% |
| 1Y | +54.5% | +27.3% | +27.1% | +54.2% |
| 3Y | +82.5% | +153.5% | -71.0% | +79.9% |
| 5Y | +80.0% | +91.1% | -11.1% | +77.6% |
| All | +80.0% | +89.5% | -9.5% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling