+123.2%
GLW vs JNJ
+58.1%
+65.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.3% |
| 7D | +3.8% | +2.7% | +1.1% | +4.6% |
| 30D | -1.3% | +7.4% | -8.7% | +0.5% |
| 3M | -21.8% | +21.2% | -43.0% | -22.5% |
| 6M | +6.9% | +13.4% | -6.5% | +11.0% |
| YTD | +77.2% | +35.1% | +42.0% | +72.9% |
| 1Y | +123.2% | +57.4% | +65.8% | +120.9% |
| All | +123.2% | +58.1% | +65.1% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 1y: compounded portfolio wealth divided by compounded JNJ 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…
1y analysis · Full analysis span regression · 6 months rolling