+530.2%
JNJ vs PSX
+1,159.1%
-628.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | -0.8% | +2.8% | -3.6% | -1.1% |
| 30D | +4.3% | +27.8% | -23.4% | +1.1% |
| 3M | +16.5% | +42.0% | -25.5% | +11.2% |
| 6M | +13.1% | +58.1% | -45.0% | +6.3% |
| YTD | +32.1% | +105.0% | -72.9% | +19.8% |
| 1Y | +54.5% | +104.9% | -50.4% | +39.9% |
| 3Y | +82.5% | +134.1% | -51.5% | +60.0% |
| 5Y | +80.0% | +363.8% | -283.8% | +38.6% |
| 10Y | +195.7% | +370.1% | -174.5% | +112.9% |
| All | +530.2% | +1,159.1% | -628.9% | +319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling