+57.4%
JNJ vs PSX
+101.0%
-43.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +2.7% | +4.5% | -1.9% | +2.6% |
| 30D | +7.4% | +26.6% | -19.2% | +7.2% |
| 3M | +21.2% | +39.3% | -18.0% | +20.8% |
| 6M | +13.4% | +56.8% | -43.4% | +13.4% |
| YTD | +35.1% | +101.8% | -66.7% | +34.0% |
| 1Y | +57.4% | +99.6% | -42.2% | +57.0% |
| All | +57.4% | +101.0% | -43.6% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling