+638.2%
JNJ vs PM
+752.6%
-114.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.5% |
| 7D | +2.7% | -4.9% | +7.6% | +4.4% |
| 30D | +7.4% | -3.4% | +10.8% | +8.6% |
| 3M | +21.2% | +5.2% | +16.0% | +18.9% |
| 6M | +13.4% | +3.7% | +9.7% | +11.3% |
| YTD | +35.1% | +15.8% | +19.4% | +27.5% |
| 1Y | +57.4% | +17.4% | +40.1% | +47.3% |
| 3Y | +86.8% | +116.9% | -30.2% | +37.6% |
| 5Y | +80.8% | +117.3% | -36.5% | +31.3% |
| 10Y | +202.7% | +193.8% | +9.0% | +87.0% |
| All | +638.2% | +752.6% | -114.4% | +168.8% |
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