+208.3%
JNJ vs PFE
+47.0%
+161.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +5.5% | -0.7% | +6.2% | +5.8% |
| 30D | +7.4% | +5.3% | +2.1% | +5.2% |
| 3M | +7.8% | +10.1% | -2.3% | +3.8% |
| 6M | +28.2% | +18.0% | +10.2% | +20.0% |
| YTD | +37.9% | +25.8% | +12.0% | +25.3% |
| 1Y | +52.4% | +28.4% | +23.9% | +37.2% |
| 3Y | +107.7% | +20.9% | +86.7% | +87.9% |
| 5Y | +96.5% | -21.5% | +118.1% | +108.0% |
| 10Y | +208.3% | +46.2% | +162.1% | +114.2% |
| All | +208.3% | +47.0% | +161.3% | +114.2% |
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