+80.0%
JNJ vs PFE
-22.2%
+102.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.6% |
| 7D | -0.8% | -2.7% | +1.9% | 0.0% |
| 30D | +4.3% | +3.8% | +0.5% | +3.2% |
| 3M | +16.5% | +10.4% | +6.1% | +13.2% |
| 6M | +13.1% | +6.3% | +6.9% | +11.0% |
| YTD | +32.1% | +17.4% | +14.8% | +25.8% |
| 1Y | +54.5% | +21.1% | +33.3% | +45.3% |
| 3Y | +82.5% | -1.6% | +84.1% | +79.6% |
| 5Y | +80.0% | -22.2% | +102.2% | +91.2% |
| All | +80.0% | -22.2% | +102.2% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling