+57.4%
JNJ vs PFE
+22.9%
+34.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +2.7% | +1.8% | +0.9% | +2.3% |
| 30D | +7.4% | +10.2% | -2.9% | +5.0% |
| 3M | +21.2% | +12.7% | +8.5% | +17.8% |
| 6M | +13.4% | +10.5% | +2.9% | +10.6% |
| YTD | +35.1% | +20.2% | +15.0% | +29.5% |
| 1Y | +57.4% | +24.1% | +33.4% | +50.1% |
| All | +57.4% | +22.9% | +34.6% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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