+468.5%
JNJ vs PBF
+303.9%
+164.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | +2.7% | +4.3% | -1.6% | +2.5% |
| 30D | +7.4% | +22.0% | -14.6% | +6.4% |
| 3M | +21.2% | +74.5% | -53.3% | +18.0% |
| 6M | +13.4% | +67.7% | -54.3% | +10.3% |
| YTD | +35.1% | +179.2% | -144.0% | +28.0% |
| 1Y | +57.4% | +170.0% | -112.6% | +49.0% |
| 3Y | +86.8% | +66.4% | +20.4% | +78.9% |
| 5Y | +80.8% | +764.5% | -683.7% | +53.2% |
| 10Y | +202.7% | +358.5% | -155.8% | +140.8% |
| All | +468.5% | +303.9% | +164.6% | +344.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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