+57.4%
JNJ vs P
+32.0%
+25.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.1% |
| 7D | +2.7% | +6.5% | -3.9% | +3.0% |
| 30D | +7.4% | +18.8% | -11.5% | +8.4% |
| 3M | +21.2% | +26.7% | -5.5% | +23.3% |
| 6M | +13.4% | +62.2% | -48.8% | +15.8% |
| YTD | +35.1% | +48.5% | -13.4% | +37.7% |
| 1Y | +57.4% | +26.4% | +31.0% | +61.3% |
| All | +57.4% | +32.0% | +25.5% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling