+8,682.5%
JNJ vs PFE
+3,346.7%
+5,335.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +2.7% | +1.8% | +0.9% | +1.9% |
| 30D | +7.4% | +10.2% | -2.9% | +3.1% |
| 3M | +21.2% | +12.7% | +8.5% | +15.2% |
| 6M | +13.4% | +10.5% | +2.9% | +8.5% |
| YTD | +35.1% | +20.2% | +15.0% | +24.6% |
| 1Y | +57.4% | +24.1% | +33.4% | +42.5% |
| 3Y | +86.8% | -3.6% | +90.3% | +84.2% |
| 5Y | +80.8% | -20.9% | +101.7% | +88.7% |
| 10Y | +202.7% | +35.8% | +166.9% | +144.7% |
| All | +8,682.5% | +3,346.7% | +5,335.8% | +1,069.2% |
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 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