+196.5%
JNJ vs P
+694.3%
-497.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | -0.7% |
| 7D | -3.0% | +5.0% | -8.0% | -3.1% |
| 30D | +2.5% | -0.9% | +3.5% | +2.5% |
| 3M | +13.2% | +38.7% | -25.4% | +12.2% |
| 6M | +11.3% | +54.4% | -43.1% | +9.6% |
| YTD | +31.1% | +44.8% | -13.7% | +29.2% |
| 1Y | +54.3% | +22.5% | +31.8% | +52.5% |
| 3Y | +81.1% | +148.2% | -67.1% | +69.2% |
| 5Y | +82.7% | +268.9% | -186.2% | +63.2% |
| 10Y | +196.5% | +696.9% | -500.4% | +140.2% |
| All | +196.5% | +694.3% | -497.8% | +140.2% |
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