+684.9%
JNJ vs PODD
+767.5%
-82.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -1.0% |
| 7D | +2.7% | +1.6% | +1.1% | +2.5% |
| 30D | +7.4% | +10.7% | -3.3% | +6.4% |
| 3M | +21.2% | +0.7% | +20.5% | +20.7% |
| 6M | +13.4% | -39.3% | +52.7% | +17.6% |
| YTD | +35.1% | -48.1% | +83.2% | +41.9% |
| 1Y | +57.4% | -57.4% | +114.9% | +67.9% |
| 3Y | +86.8% | -23.3% | +110.0% | +86.0% |
| 5Y | +80.8% | -51.3% | +132.1% | +84.5% |
| 10Y | +202.7% | +242.0% | -39.3% | +147.9% |
| All | +684.9% | +767.5% | -82.7% | +412.3% |
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