+3,524.4%
GLW vs JNJ
+9,019.1%
-5,494.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.6% | +7.5% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | -18.2% | +6.3% | -24.5% | -20.4% |
| 3M | -24.2% | +8.5% | -32.7% | -27.2% |
| 6M | -41.7% | +28.0% | -69.7% | -48.2% |
| YTD | +38.3% | +37.7% | +0.6% | +19.5% |
| 1Y | +38.2% | +47.9% | -9.7% | +15.9% |
| 3Y | +363.4% | +107.4% | +256.0% | +232.6% |
| 5Y | +254.6% | +97.7% | +156.8% | +157.7% |
| 10Y | +562.0% | +210.7% | +351.3% | +303.9% |
| All | +3,524.4% | +9,019.1% | -5,494.7% | +472.4% |
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 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