+100.9%
JNJ vs EXPE
+46.0%
+55.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | +3.5% | -0.5% | +3.9% | +3.5% |
| 30D | +12.5% | -6.1% | +18.6% | +12.7% |
| 3M | +9.6% | -21.3% | +30.9% | +9.9% |
| 6M | +25.3% | +19.0% | +6.3% | +25.4% |
| YTD | +40.3% | -8.4% | +48.7% | +40.7% |
| 1Y | +49.6% | -2.8% | +52.4% | +49.9% |
| 3Y | +110.8% | +120.8% | -10.0% | +107.3% |
| All | +100.9% | +46.0% | +55.0% | +101.3% |
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