+82.7%
JNJ vs PH
+251.4%
-168.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +2.5% | -10.3% | +12.8% | +3.2% |
| 3M | +13.2% | +5.1% | +8.2% | +12.7% |
| 6M | +11.3% | +2.3% | +9.0% | +10.9% |
| YTD | +31.1% | +8.7% | +22.4% | +30.1% |
| 1Y | +54.3% | +26.8% | +27.6% | +51.5% |
| 3Y | +81.1% | +139.2% | -58.0% | +65.7% |
| 5Y | +82.7% | +251.1% | -168.4% | +56.2% |
| All | +82.7% | +251.4% | -168.7% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling