+219.1%
JNJ vs P
+666.7%
-447.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +1.0% |
| 7D | +4.1% | +17.8% | -13.7% | +3.8% |
| 30D | +14.0% | -29.9% | +43.9% | +14.8% |
| 3M | +9.2% | -1.2% | +10.4% | +9.0% |
| 6M | +27.8% | +32.1% | -4.3% | +26.5% |
| YTD | +39.2% | +64.3% | -25.1% | +36.5% |
| 1Y | +49.1% | +24.3% | +24.9% | +47.3% |
| 3Y | +109.7% | +203.2% | -93.5% | +93.9% |
| 5Y | +97.6% | +290.4% | -192.9% | +76.7% |
| All | +219.1% | +666.7% | -447.6% | +158.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling