+201.3%
JNJ vs PLUG
+20.8%
+180.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.4% | -6.0% | +1.3% |
| 7D | +1.1% | +5.8% | -4.7% | +1.0% |
| 30D | +6.9% | -18.5% | +25.4% | +7.1% |
| 3M | +8.0% | -30.0% | +38.0% | +8.4% |
| 6M | +24.3% | -56.2% | +80.5% | +25.5% |
| YTD | +35.6% | -26.4% | +62.0% | +35.5% |
| 1Y | +51.1% | -42.2% | +93.3% | +51.4% |
| 3Y | +98.3% | -76.8% | +175.1% | +98.3% |
| 5Y | +94.3% | -96.2% | +190.6% | +100.5% |
| All | +201.3% | +20.8% | +180.5% | +162.4% |
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