+192.5%
JNJ vs PH
+820.2%
-627.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -3.5% | -1.3% | -2.2% | -3.3% |
| 30D | +2.3% | -11.0% | +13.3% | +4.3% |
| 3M | +12.0% | +5.5% | +6.5% | +10.7% |
| 6M | +10.5% | +1.5% | +9.0% | +9.7% |
| YTD | +30.4% | +8.8% | +21.6% | +27.8% |
| 1Y | +52.1% | +24.5% | +27.6% | +45.3% |
| 3Y | +77.8% | +141.2% | -63.4% | +45.5% |
| 5Y | +82.9% | +256.3% | -173.4% | +34.1% |
| All | +192.5% | +820.2% | -627.6% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling