+84.2%
JNJ vs JAAA
+26.5%
+57.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +2.3% | +0.5% | +1.8% | +2.1% |
| 3M | +12.0% | +1.3% | +10.7% | +11.5% |
| 6M | +10.5% | +2.8% | +7.7% | +9.4% |
| YTD | +30.4% | +3.3% | +27.1% | +28.9% |
| 1Y | +52.1% | +4.9% | +47.2% | +49.6% |
| 3Y | +77.8% | +19.0% | +58.8% | +70.7% |
| All | +84.2% | +26.5% | +57.7% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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