+210.7%
JNJ vs PR
+72.8%
+137.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.1% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | +6.3% | -4.6% | +10.9% | +6.3% |
| 3M | +8.5% | +4.7% | +3.8% | +8.5% |
| 6M | +28.0% | +12.4% | +15.5% | +28.0% |
| YTD | +37.7% | +62.9% | -25.2% | +37.8% |
| 1Y | +47.9% | +70.6% | -22.6% | +48.0% |
| 3Y | +107.4% | +90.0% | +17.4% | +107.5% |
| 5Y | +97.7% | +255.5% | -157.8% | +98.3% |
| 10Y | +210.7% | +78.7% | +131.9% | +247.4% |
| All | +210.7% | +72.8% | +137.9% | +247.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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