+210.7%
JNJ vs PWR
+1,887.5%
-1,676.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.4% |
| 7D | +1.5% | +4.7% | -3.3% | +1.0% |
| 30D | +6.3% | -12.5% | +18.8% | +7.1% |
| 3M | +8.5% | -9.3% | +17.8% | +8.8% |
| 6M | +28.0% | -22.2% | +50.2% | +29.9% |
| YTD | +37.7% | +44.2% | -6.5% | +30.8% |
| 1Y | +47.9% | +35.5% | +12.4% | +41.3% |
| 3Y | +107.4% | +250.4% | -143.1% | +69.1% |
| 5Y | +97.7% | +425.6% | -327.9% | +46.2% |
| 10Y | +210.7% | +1,874.2% | -1,663.6% | +60.9% |
| All | +210.7% | +1,887.5% | -1,676.9% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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