+8,422.4%
JNJ vs PNR
+3,485.2%
+4,937.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -3.0% | -3.9% | +0.9% | -2.4% |
| 30D | +2.5% | -13.8% | +16.3% | +4.8% |
| 3M | +13.2% | -22.5% | +35.8% | +17.3% |
| 6M | +11.3% | -37.2% | +48.4% | +18.8% |
| YTD | +31.1% | -44.2% | +75.3% | +42.2% |
| 1Y | +54.3% | -46.6% | +101.0% | +68.4% |
| 3Y | +81.1% | -12.5% | +93.7% | +80.6% |
| 5Y | +82.7% | -19.3% | +102.1% | +82.1% |
| 10Y | +196.5% | +67.5% | +129.0% | +156.9% |
| All | +8,422.4% | +3,485.2% | +4,937.2% | +5,140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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