+688.9%
JNJ vs EXPE
+851.4%
-162.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.0% |
| 7D | +2.7% | -9.5% | +12.2% | +3.6% |
| 30D | +7.4% | -6.6% | +14.0% | +8.0% |
| 3M | +21.2% | +31.4% | -10.2% | +18.0% |
| 6M | +13.4% | +35.2% | -21.8% | +9.8% |
| YTD | +35.1% | +5.8% | +29.3% | +33.3% |
| 1Y | +57.4% | +38.7% | +18.8% | +50.9% |
| 3Y | +86.8% | +175.8% | -89.0% | +63.9% |
| 5Y | +80.8% | +111.8% | -31.0% | +58.8% |
| 10Y | +202.7% | +179.7% | +23.0% | +144.4% |
| All | +688.9% | +851.4% | -162.6% | +368.3% |
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 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