+4,542.6%
GLW vs JNJ
+8,850.6%
-4,308.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.1% |
| 7D | +3.8% | +2.7% | +1.1% | +2.6% |
| 30D | -1.3% | +7.4% | -8.7% | -4.4% |
| 3M | -21.8% | +21.2% | -43.0% | -28.6% |
| 6M | +6.9% | +13.4% | -6.5% | +0.4% |
| YTD | +77.2% | +35.1% | +42.0% | +55.0% |
| 1Y | +123.2% | +57.4% | +65.8% | +83.3% |
| 3Y | +400.0% | +86.8% | +313.2% | +276.6% |
| 5Y | +342.8% | +80.8% | +262.0% | +235.5% |
| 10Y | +771.4% | +202.7% | +568.6% | +439.4% |
| All | +4,542.6% | +8,850.6% | -4,308.1% | +642.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling