+8,682.5%
JNJ vs PH
+25,185.5%
-16,503.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +2.7% | -3.1% | +5.7% | +3.3% |
| 30D | +7.4% | -3.2% | +10.6% | +7.9% |
| 3M | +21.2% | +10.6% | +10.6% | +18.6% |
| 6M | +13.4% | -2.1% | +15.5% | +13.3% |
| YTD | +35.1% | +10.2% | +24.9% | +32.0% |
| 1Y | +57.4% | +28.2% | +29.2% | +49.1% |
| 3Y | +86.8% | +134.9% | -48.1% | +54.2% |
| 5Y | +80.8% | +253.6% | -172.8% | +35.3% |
| 10Y | +202.7% | +804.7% | -602.0% | +79.6% |
| All | +8,682.5% | +25,185.5% | -16,503.1% | +2,493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling