+80.0%
JNJ vs PM
+122.3%
-42.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.5% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | +4.3% | -2.6% | +6.9% | +4.9% |
| 3M | +16.5% | +5.8% | +10.7% | +14.8% |
| 6M | +13.1% | +10.6% | +2.6% | +10.1% |
| YTD | +32.1% | +17.2% | +15.0% | +26.8% |
| 1Y | +54.5% | +17.6% | +36.8% | +47.9% |
| 3Y | +82.5% | +124.3% | -41.7% | +44.9% |
| 5Y | +80.0% | +125.1% | -45.1% | +39.1% |
| All | +80.0% | +122.3% | -42.3% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling