+99.6%
JNJ vs PFE
-21.9%
+121.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.3% |
| 7D | +4.3% | -4.7% | +9.0% | +5.8% |
| 30D | +7.9% | +3.4% | +4.5% | +6.8% |
| 3M | +9.4% | +9.2% | +0.1% | +6.5% |
| 6M | +28.8% | +15.8% | +13.0% | +23.3% |
| YTD | +38.5% | +23.4% | +15.1% | +29.7% |
| 1Y | +54.6% | +25.8% | +28.8% | +43.8% |
| 3Y | +108.4% | +17.8% | +90.5% | +94.9% |
| 5Y | +99.6% | -20.2% | +119.8% | +116.8% |
| All | +99.6% | -21.9% | +121.5% | +116.8% |
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