+83.4%
JNJ vs PSX
+357.6%
-274.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -4.3% | +1.5% | -5.9% | -4.4% |
| 30D | +3.0% | +15.8% | -12.8% | +2.6% |
| 3M | +12.2% | +43.0% | -30.8% | +11.0% |
| 6M | +10.5% | +61.1% | -50.6% | +8.8% |
| YTD | +30.8% | +104.5% | -73.8% | +27.7% |
| 1Y | +54.9% | +102.5% | -47.6% | +51.3% |
| 3Y | +80.7% | +133.5% | -52.8% | +74.6% |
| 5Y | +83.4% | +367.0% | -283.5% | +78.9% |
| All | +83.4% | +357.6% | -274.2% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling