+714.9%
JNJ vs PODD
+796.9%
-82.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.6% |
| 7D | +3.5% | +4.1% | -0.6% | +3.1% |
| 30D | +12.5% | +13.9% | -1.3% | +11.2% |
| 3M | +9.6% | +4.1% | +5.4% | +9.1% |
| 6M | +25.3% | +2.4% | +22.9% | +24.5% |
| YTD | +40.3% | -46.4% | +86.7% | +46.8% |
| 1Y | +49.6% | -54.2% | +103.8% | +58.6% |
| 3Y | +110.8% | -6.9% | +117.6% | +106.8% |
| 5Y | +99.1% | -51.6% | +150.7% | +103.4% |
| 10Y | +216.6% | +329.3% | -112.7% | +154.2% |
| All | +714.9% | +796.9% | -82.1% | +429.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling