+221.6%
JNJ vs PFE
+46.7%
+175.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +3.5% | -1.7% | +5.2% | +4.1% |
| 30D | +12.5% | +0.3% | +12.2% | +12.4% |
| 3M | +9.6% | +9.4% | +0.2% | +5.8% |
| 6M | +25.3% | +14.9% | +10.5% | +18.6% |
| YTD | +40.3% | +23.8% | +16.5% | +28.3% |
| 1Y | +49.6% | +19.5% | +30.1% | +38.7% |
| 3Y | +110.8% | +21.0% | +89.7% | +90.5% |
| 5Y | +99.1% | -23.9% | +123.0% | +113.6% |
| All | +221.6% | +46.7% | +175.0% | +123.3% |
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