+49.6%
JNJ vs PFE
+18.8%
+30.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +3.5% | -1.7% | +5.2% | +4.0% |
| 30D | +12.5% | +0.3% | +12.2% | +12.5% |
| 3M | +9.6% | +9.4% | +0.2% | +6.9% |
| 6M | +25.3% | +14.9% | +10.5% | +20.4% |
| YTD | +40.3% | +23.8% | +16.5% | +32.3% |
| 1Y | +49.6% | +19.5% | +30.1% | +42.9% |
| All | +49.6% | +18.8% | +30.8% | +42.9% |
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