+54.5%
JNJ vs P
+26.4%
+28.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.1% |
| 7D | -0.8% | +7.8% | -8.6% | -0.4% |
| 30D | +4.3% | +12.3% | -8.0% | +5.0% |
| 3M | +16.5% | +37.1% | -20.6% | +18.7% |
| 6M | +13.1% | +66.1% | -52.9% | +15.6% |
| YTD | +32.1% | +50.9% | -18.8% | +34.8% |
| 1Y | +54.5% | +27.2% | +27.3% | +59.0% |
| All | +54.5% | +26.4% | +28.1% | +59.0% |
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