+9,018.2%
JNJ vs PH
+25,004.0%
-15,985.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.5% | +4.1% | -0.7% | +2.7% |
| 30D | +12.5% | -0.1% | +12.6% | +12.3% |
| 3M | +9.6% | -9.6% | +19.1% | +11.3% |
| 6M | +25.3% | +8.5% | +16.8% | +22.8% |
| YTD | +40.3% | +9.4% | +30.9% | +36.8% |
| 1Y | +49.6% | +14.2% | +35.4% | +44.8% |
| 3Y | +110.8% | +134.0% | -23.3% | +74.1% |
| 5Y | +99.1% | +203.8% | -104.7% | +53.5% |
| 10Y | +216.6% | +695.6% | -479.1% | +92.1% |
| All | +9,018.2% | +25,004.0% | -15,985.9% | +2,589.3% |
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