+652.1%
JNJ vs PM
+825.0%
-173.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +1.5% | -7.1% | +8.5% | +4.0% |
| 30D | +6.3% | -2.8% | +9.1% | +7.3% |
| 3M | +8.5% | +6.3% | +2.1% | +6.0% |
| 6M | +28.0% | +9.6% | +18.3% | +23.5% |
| YTD | +37.7% | +25.6% | +12.1% | +26.1% |
| 1Y | +47.9% | +29.7% | +18.3% | +33.8% |
| 3Y | +107.4% | +147.6% | -40.2% | +45.8% |
| 5Y | +97.7% | +160.1% | -62.4% | +34.5% |
| 10Y | +210.7% | +260.9% | -50.3% | +77.5% |
| All | +652.1% | +825.0% | -173.0% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling