+219.1%
JNJ vs PLUG
-16.2%
+235.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.8% | +9.9% | +1.2% |
| 7D | +4.1% | -8.1% | +12.3% | +4.2% |
| 30D | +14.0% | -20.5% | +34.6% | +14.3% |
| 3M | +9.2% | -45.9% | +55.1% | +10.0% |
| 6M | +27.8% | -65.2% | +92.9% | +29.4% |
| YTD | +39.2% | -37.1% | +76.3% | +39.4% |
| 1Y | +49.1% | -54.6% | +103.7% | +50.0% |
| 3Y | +109.7% | -64.9% | +174.6% | +107.9% |
| 5Y | +97.6% | -97.1% | +194.7% | +105.0% |
| All | +219.1% | -16.2% | +235.4% | +180.8% |
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