+119.9%
JNJ vs JAAA
+29.3%
+90.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +4.3% | +0.5% | +3.9% | +4.2% |
| 3M | +16.5% | +1.2% | +15.3% | +16.1% |
| 6M | +13.1% | +2.8% | +10.3% | +12.3% |
| YTD | +32.1% | +3.2% | +29.0% | +31.0% |
| 1Y | +54.5% | +4.8% | +49.6% | +52.5% |
| 3Y | +82.5% | +19.0% | +63.6% | +77.6% |
| 5Y | +80.0% | +26.8% | +53.2% | +73.5% |
| All | +119.9% | +29.3% | +90.6% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling