+196.5%
JNJ vs PWR
+2,367.8%
-2,171.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | -3.0% | +2.7% | -5.6% | -3.2% |
| 30D | +2.5% | -5.1% | +7.6% | +2.9% |
| 3M | +13.2% | -9.4% | +22.6% | +13.8% |
| 6M | +11.3% | +10.4% | +0.9% | +9.3% |
| YTD | +31.1% | +48.6% | -17.5% | +24.7% |
| 1Y | +54.3% | +68.0% | -13.7% | +44.4% |
| 3Y | +81.1% | +204.7% | -123.6% | +51.8% |
| 5Y | +82.7% | +451.9% | -369.2% | +34.2% |
| 10Y | +196.5% | +2,425.3% | -2,228.9% | +43.3% |
| All | +196.5% | +2,367.8% | -2,171.4% | +43.3% |
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