+51.2%
JNJ vs PM
+48.8%
+2.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.3% | +3.4% |
| 7D | +1.9% | +4.3% | -2.3% | +0.8% |
| 30D | +9.2% | +11.5% | -2.2% | +6.2% |
| 3M | +8.9% | +13.0% | -4.1% | +5.5% |
| 6M | +24.6% | +25.9% | -1.3% | +18.0% |
| YTD | +35.7% | +34.0% | +1.7% | +28.6% |
| 1Y | +51.2% | +46.9% | +4.3% | +42.5% |
| All | +51.2% | +48.8% | +2.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling