+51.2%
JNJ vs PHM
+16.2%
+35.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.2% | -3.4% | +2.8% |
| 7D | +1.9% | +13.6% | -11.6% | +0.3% |
| 30D | +9.2% | +19.3% | -10.0% | +6.8% |
| 3M | +8.9% | +3.5% | +5.4% | +8.1% |
| 6M | +24.6% | +18.6% | +6.0% | +22.1% |
| YTD | +35.7% | +16.7% | +19.0% | +33.0% |
| 1Y | +51.2% | +14.6% | +36.6% | +50.3% |
| All | +51.2% | +16.2% | +35.0% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling