+8,487.5%
JNJ vs PHM
+11,050.0%
-2,562.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.9% |
| 7D | -0.8% | -2.5% | +1.7% | -0.5% |
| 30D | +4.3% | -9.7% | +14.0% | +5.4% |
| 3M | +16.5% | +2.2% | +14.3% | +16.1% |
| 6M | +13.1% | -5.7% | +18.8% | +13.5% |
| YTD | +32.1% | +2.8% | +29.3% | +31.2% |
| 1Y | +54.5% | -14.4% | +68.9% | +56.2% |
| 3Y | +82.5% | +52.2% | +30.3% | +72.0% |
| 5Y | +80.0% | +154.3% | -74.2% | +58.4% |
| 10Y | +195.7% | +545.9% | -350.2% | +128.9% |
| All | +8,487.5% | +11,050.0% | -2,562.5% | +3,491.9% |
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