+712.6%
JNJ vs EXPE
+733.4%
-20.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +4.1% | -4.2% | +8.3% | +4.5% |
| 30D | +14.0% | -4.5% | +18.6% | +14.3% |
| 3M | +9.2% | -19.7% | +28.9% | +11.1% |
| 6M | +27.8% | +18.3% | +9.5% | +25.3% |
| YTD | +39.2% | -7.3% | +46.5% | +38.7% |
| 1Y | +49.1% | -3.9% | +53.0% | +47.9% |
| 3Y | +109.7% | +123.0% | -13.3% | +87.8% |
| 5Y | +97.6% | +47.9% | +49.6% | +80.4% |
| 10Y | +214.1% | +126.5% | +87.6% | +158.6% |
| All | +712.6% | +733.4% | -20.7% | +387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling