+8,682.5%
JNJ vs PTC
+6,346.6%
+2,335.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | -0.7% |
| 7D | +2.7% | -10.3% | +12.9% | +3.4% |
| 30D | +7.4% | +1.1% | +6.2% | +7.2% |
| 3M | +21.2% | +1.6% | +19.6% | +20.8% |
| 6M | +13.4% | -13.5% | +26.9% | +14.2% |
| YTD | +35.1% | -19.1% | +54.2% | +36.6% |
| 1Y | +57.4% | -33.9% | +91.3% | +61.3% |
| 3Y | +86.8% | -3.9% | +90.7% | +85.2% |
| 5Y | +80.8% | +6.0% | +74.8% | +76.8% |
| 10Y | +202.7% | +223.7% | -21.0% | +168.9% |
| All | +8,682.5% | +6,346.6% | +2,335.8% | +4,246.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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