+394.5%
GLW vs JNJ
+79.4%
+315.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +16.9% | -3.0% | +19.8% | +17.1% |
| 30D | +7.0% | +2.5% | +4.5% | +6.5% |
| 3M | -3.0% | +13.2% | -16.2% | -5.5% |
| 6M | +31.0% | +11.3% | +19.7% | +28.2% |
| YTD | +93.4% | +31.1% | +62.3% | +82.9% |
| 1Y | +134.7% | +54.3% | +80.4% | +114.9% |
| 3Y | +471.8% | +81.1% | +390.7% | +403.0% |
| 5Y | +394.5% | +82.7% | +311.7% | +334.4% |
| All | +394.5% | +79.4% | +315.1% | +334.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling