+193.4%
JNJ vs PFE
+35.0%
+158.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -4.3% | -4.0% | -0.3% | -2.8% |
| 30D | +3.0% | +3.9% | -0.8% | +1.5% |
| 3M | +12.2% | +9.9% | +2.3% | +8.1% |
| 6M | +10.5% | +5.3% | +5.2% | +8.0% |
| YTD | +30.8% | +16.8% | +14.0% | +22.4% |
| 1Y | +54.9% | +20.4% | +34.5% | +42.6% |
| 3Y | +80.7% | -2.1% | +82.7% | +78.0% |
| 5Y | +83.4% | -21.0% | +104.4% | +90.9% |
| All | +193.4% | +35.0% | +158.4% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling