+233.6%
JNJ vs PR
+152.6%
+81.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.4% |
| 7D | +1.1% | -16.4% | +17.5% | +1.1% |
| 30D | +6.9% | -1.9% | +8.8% | +6.9% |
| 3M | +8.0% | +8.0% | +0.1% | +8.0% |
| 6M | +24.3% | +4.1% | +20.2% | +24.3% |
| YTD | +35.6% | +58.7% | -23.1% | +35.7% |
| 1Y | +51.1% | +75.8% | -24.8% | +51.2% |
| 3Y | +98.3% | +73.2% | +25.1% | +98.4% |
| 5Y | +94.3% | +230.1% | -135.8% | +94.9% |
| 10Y | +214.9% | +67.4% | +147.6% | +249.1% |
| All | +233.6% | +152.6% | +81.0% | +270.4% |
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 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