+82.7%
JNJ vs PODD
-54.3%
+137.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.6% |
| 7D | -3.0% | -6.9% | +3.9% | -2.7% |
| 30D | +2.5% | -3.5% | +6.0% | +2.7% |
| 3M | +13.2% | -13.6% | +26.8% | +13.7% |
| 6M | +11.3% | -42.6% | +53.9% | +13.3% |
| YTD | +31.1% | -51.5% | +82.6% | +34.3% |
| 1Y | +54.3% | -60.9% | +115.2% | +59.4% |
| 3Y | +81.1% | -19.8% | +100.9% | +78.8% |
| 5Y | +82.7% | -54.4% | +137.1% | +81.7% |
| All | +82.7% | -54.3% | +137.0% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling