+192.5%
JNJ vs JHX
+106.3%
+86.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -3.5% | -6.3% | +2.8% | -2.8% |
| 30D | +2.3% | -7.7% | +10.1% | +3.1% |
| 3M | +12.0% | +19.2% | -7.2% | +9.5% |
| 6M | +10.5% | +38.3% | -27.8% | +5.7% |
| YTD | +30.4% | +37.2% | -6.8% | +24.7% |
| 1Y | +52.1% | +42.3% | +9.9% | +44.4% |
| 3Y | +77.8% | -4.4% | +82.2% | +70.4% |
| 5Y | +82.9% | -26.4% | +109.3% | +80.4% |
| All | +192.5% | +106.3% | +86.3% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 10y: compounded portfolio wealth divided by compounded JHX 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…
10y analysis · Full analysis span regression · 6 months rolling