+9,018.2%
JNJ vs PHM
+11,720.3%
-2,702.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.5% | -4.1% | +7.6% | +3.9% |
| 30D | +12.5% | +16.1% | -3.6% | +10.7% |
| 3M | +9.6% | -2.5% | +12.1% | +9.7% |
| 6M | +25.3% | +12.9% | +12.4% | +23.5% |
| YTD | +40.3% | +9.0% | +31.3% | +38.4% |
| 1Y | +49.6% | +8.2% | +41.5% | +47.6% |
| 3Y | +110.8% | +58.4% | +52.3% | +97.8% |
| 5Y | +99.1% | +159.2% | -60.1% | +74.9% |
| 10Y | +216.6% | +676.9% | -460.3% | +140.4% |
| All | +9,018.2% | +11,720.3% | -2,702.2% | +3,687.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling