+192.5%
JNJ vs PSX
+386.4%
-193.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -3.5% | +1.7% | -5.2% | -3.7% |
| 30D | +2.3% | +15.6% | -13.3% | +0.5% |
| 3M | +12.0% | +46.5% | -34.5% | +6.9% |
| 6M | +10.5% | +55.0% | -44.5% | +4.5% |
| YTD | +30.4% | +105.3% | -74.9% | +18.9% |
| 1Y | +52.1% | +101.6% | -49.5% | +38.8% |
| 3Y | +77.8% | +134.1% | -56.3% | +56.8% |
| 5Y | +82.9% | +368.7% | -285.8% | +41.2% |
| All | +192.5% | +386.4% | -193.9% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling