+87.3%
JNJ vs PFE
+0.1%
+87.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +2.7% | +1.8% | +0.9% | +2.1% |
| 30D | +7.4% | +10.2% | -2.9% | +4.3% |
| 3M | +21.2% | +12.7% | +8.5% | +16.9% |
| 6M | +13.4% | +10.5% | +2.9% | +9.9% |
| YTD | +35.1% | +20.2% | +15.0% | +27.5% |
| 1Y | +57.4% | +24.1% | +33.4% | +46.6% |
| All | +87.3% | +0.1% | +87.2% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling