+221.6%
JNJ vs PODD
+324.4%
-102.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.6% |
| 7D | +3.5% | +4.1% | -0.6% | +3.2% |
| 30D | +12.5% | +13.9% | -1.3% | +11.5% |
| 3M | +9.6% | +4.1% | +5.4% | +9.2% |
| 6M | +25.3% | +2.4% | +22.9% | +24.7% |
| YTD | +40.3% | -46.4% | +86.7% | +45.3% |
| 1Y | +49.6% | -54.2% | +103.8% | +56.5% |
| 3Y | +110.8% | -6.9% | +117.6% | +106.4% |
| 5Y | +99.1% | -51.6% | +150.7% | +103.0% |
| All | +221.6% | +324.4% | -102.7% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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