+209.7%
JNJ vs P
+697.8%
-488.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.2% | +2.0% |
| 7D | +4.3% | -9.6% | +13.9% | +4.4% |
| 30D | +7.9% | -33.4% | +41.3% | +8.7% |
| 3M | +9.4% | +14.2% | -4.8% | +8.7% |
| 6M | +28.8% | +31.6% | -2.7% | +27.4% |
| YTD | +38.5% | +53.5% | -15.0% | +36.1% |
| 1Y | +54.6% | +14.2% | +40.4% | +53.0% |
| 3Y | +108.4% | +190.5% | -82.1% | +92.9% |
| 5Y | +99.6% | +256.3% | -156.7% | +79.3% |
| All | +209.7% | +697.8% | -488.1% | +149.5% |
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