+232.4%
JNJ vs PR
+169.5%
+62.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.2% |
| 7D | +2.7% | +2.9% | -0.2% | +2.7% |
| 30D | +7.4% | +18.0% | -10.7% | +7.4% |
| 3M | +21.2% | +16.9% | +4.4% | +21.2% |
| 6M | +13.4% | +28.2% | -14.8% | +13.4% |
| YTD | +35.1% | +69.3% | -34.2% | +35.2% |
| 1Y | +57.4% | +69.5% | -12.1% | +57.5% |
| 3Y | +86.8% | +81.7% | +5.1% | +86.9% |
| 5Y | +80.8% | +422.2% | -341.4% | +81.6% |
| 10Y | +202.7% | +110.4% | +92.4% | +237.5% |
| All | +232.4% | +169.5% | +62.9% | +269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling