+194.2%
JNJ vs PM
+210.3%
-16.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -3.0% | -1.2% | -1.8% | -2.6% |
| 30D | +2.5% | -0.2% | +2.7% | +2.5% |
| 3M | +13.2% | +4.9% | +8.3% | +11.5% |
| 6M | +11.3% | +9.0% | +2.2% | +7.9% |
| YTD | +31.1% | +17.8% | +13.3% | +24.1% |
| 1Y | +54.3% | +16.8% | +37.5% | +46.1% |
| 3Y | +81.1% | +125.4% | -44.3% | +37.1% |
| 5Y | +82.7% | +128.7% | -46.0% | +35.9% |
| All | +194.2% | +210.3% | -16.1% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling