+983.3%
JNJ vs PBR
+1,899.4%
-916.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | -3.5% | +5.4% | -8.9% | -4.0% |
| 30D | +2.3% | +22.9% | -20.6% | +0.3% |
| 3M | +12.0% | +19.6% | -7.7% | +10.0% |
| 6M | +10.5% | +16.5% | -6.0% | +8.6% |
| YTD | +30.4% | +86.7% | -56.3% | +22.5% |
| 1Y | +52.1% | +74.7% | -22.6% | +43.7% |
| 3Y | +77.8% | +102.6% | -24.8% | +64.0% |
| 5Y | +82.9% | +566.6% | -483.7% | +46.5% |
| 10Y | +194.8% | +686.1% | -491.2% | +116.5% |
| All | +983.3% | +1,899.4% | -916.1% | +514.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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