+207.8%
JNJ vs PLUG
+25.0%
+182.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +2.1% |
| 7D | +4.3% | +14.5% | -10.2% | +4.1% |
| 30D | +7.9% | -10.7% | +18.6% | +8.0% |
| 3M | +9.4% | -31.2% | +40.6% | +9.8% |
| 6M | +28.8% | -51.9% | +80.8% | +29.9% |
| YTD | +38.5% | -23.9% | +62.4% | +38.4% |
| 1Y | +54.6% | -43.4% | +98.0% | +55.1% |
| 3Y | +108.4% | -74.7% | +183.1% | +108.1% |
| 5Y | +99.6% | -96.3% | +195.9% | +106.2% |
| 10Y | +207.8% | +20.0% | +187.8% | +167.9% |
| All | +207.8% | +25.0% | +182.8% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling