+307.7%
JNJ vs P
+504.9%
-197.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.2% | +2.0% |
| 7D | +4.3% | -9.6% | +13.9% | +4.5% |
| 30D | +7.9% | -33.4% | +41.3% | +8.8% |
| 3M | +9.4% | +14.2% | -4.8% | +8.7% |
| 6M | +28.8% | +31.6% | -2.7% | +27.3% |
| YTD | +38.5% | +53.5% | -15.0% | +35.9% |
| 1Y | +54.6% | +14.2% | +40.4% | +52.9% |
| 3Y | +108.4% | +190.5% | -82.1% | +93.0% |
| 5Y | +99.6% | +256.3% | -156.7% | +79.9% |
| 10Y | +207.8% | +707.9% | -500.1% | +152.8% |
| All | +307.7% | +504.9% | -197.2% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling