+100.9%
JNJ vs PR
+273.3%
-172.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.8% |
| 7D | +3.5% | +6.0% | -2.5% | +3.4% |
| 30D | +12.5% | -4.2% | +16.7% | +12.5% |
| 3M | +9.6% | +10.0% | -0.4% | +9.5% |
| 6M | +25.3% | +15.6% | +9.7% | +25.2% |
| YTD | +40.3% | +68.2% | -27.9% | +39.8% |
| 1Y | +49.6% | +79.2% | -29.6% | +49.1% |
| 3Y | +110.8% | +94.9% | +15.9% | +109.0% |
| All | +100.9% | +273.3% | -172.4% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling