+53.1%
JNJ vs P
+10.7%
+42.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.2% | +2.4% |
| 7D | +4.3% | -9.6% | +13.9% | +3.9% |
| 30D | +7.9% | -33.4% | +41.3% | +6.2% |
| 3M | +9.4% | +14.2% | -4.8% | +10.3% |
| 6M | +28.8% | +31.6% | -2.7% | +31.5% |
| YTD | +38.5% | +53.5% | -15.0% | +41.5% |
| All | +53.1% | +10.7% | +42.4% | +56.2% |
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 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