+193.4%
JNJ vs PM
+217.1%
-23.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | -4.3% | +1.9% | -6.3% | -4.9% |
| 30D | +3.0% | +1.9% | +1.1% | +2.4% |
| 3M | +12.2% | +4.6% | +7.6% | +10.6% |
| 6M | +10.5% | +11.7% | -1.2% | +6.4% |
| YTD | +30.8% | +20.4% | +10.4% | +23.0% |
| 1Y | +54.9% | +19.0% | +36.0% | +45.9% |
| 3Y | +80.7% | +130.4% | -49.7% | +35.9% |
| 5Y | +83.4% | +131.5% | -48.0% | +36.0% |
| All | +193.4% | +217.1% | -23.7% | +92.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling