+40.6%
GLW vs JNJ
+51.2%
-10.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.8% | -9.7% | -4.1% |
| 7D | -9.5% | +1.9% | -11.4% | -8.5% |
| 30D | -25.5% | +9.2% | -34.7% | -22.1% |
| 3M | -25.6% | +8.9% | -34.5% | -22.9% |
| 6M | -25.5% | +24.6% | -50.1% | -26.4% |
| YTD | +36.4% | +35.7% | +0.7% | +32.5% |
| 1Y | +40.6% | +51.2% | -10.6% | +31.4% |
| All | +40.6% | +51.2% | -10.6% | +31.4% |
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