+526.0%
GLW vs JNJ
+216.3%
+309.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.7% |
| 7D | +7.7% | +3.5% | +4.3% | +6.2% |
| 30D | -18.8% | +12.5% | -31.4% | -23.1% |
| 3M | -27.7% | +9.6% | -37.3% | -31.3% |
| 6M | -44.4% | +25.3% | -69.8% | -51.5% |
| YTD | +31.3% | +40.3% | -9.0% | +7.9% |
| 1Y | +40.0% | +49.6% | -9.6% | +11.0% |
| 3Y | +339.2% | +110.8% | +228.5% | +177.0% |
| 5Y | +229.2% | +99.1% | +130.1% | +111.0% |
| All | +526.0% | +216.3% | +309.7% | +228.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling