+8,847.8%
JNJ vs PFE
+3,520.0%
+5,327.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +1.5% | -3.0% | +4.4% | +2.7% |
| 30D | +6.3% | +5.2% | +1.1% | +4.1% |
| 3M | +8.5% | +12.2% | -3.8% | +3.4% |
| 6M | +28.0% | +17.8% | +10.2% | +19.5% |
| YTD | +37.7% | +26.2% | +11.5% | +24.4% |
| 1Y | +47.9% | +23.2% | +24.8% | +34.8% |
| 3Y | +107.4% | +21.3% | +86.1% | +86.3% |
| 5Y | +97.7% | -23.1% | +120.8% | +110.2% |
| 10Y | +210.7% | +50.7% | +159.9% | +140.9% |
| All | +8,847.8% | +3,520.0% | +5,327.8% | +1,067.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling