+463.3%
GLW vs JNJ
+83.6%
+379.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.2% | +9.8% | +7.3% |
| 7D | +14.0% | -0.8% | +14.8% | +13.9% |
| 30D | +0.4% | +4.3% | -4.0% | +0.7% |
| 3M | -11.3% | +16.5% | -27.8% | -11.7% |
| 6M | +35.1% | +13.1% | +21.9% | +35.2% |
| YTD | +90.5% | +32.1% | +58.4% | +88.9% |
| 1Y | +132.0% | +54.5% | +77.5% | +129.5% |
| 3Y | +463.3% | +82.5% | +380.8% | +453.8% |
| All | +463.3% | +83.6% | +379.7% | +453.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling