+1,517.6%
JNJ vs PWR
+8,583.6%
-7,066.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.2% |
| 7D | +2.7% | +3.6% | -0.9% | +2.5% |
| 30D | +7.4% | -8.6% | +16.0% | +7.9% |
| 3M | +21.2% | -13.2% | +34.4% | +21.9% |
| 6M | +13.4% | +9.9% | +3.5% | +12.1% |
| YTD | +35.1% | +48.0% | -12.9% | +30.9% |
| 1Y | +57.4% | +66.2% | -8.7% | +51.1% |
| 3Y | +86.8% | +195.1% | -108.3% | +70.2% |
| 5Y | +80.8% | +442.6% | -361.8% | +56.5% |
| 10Y | +202.7% | +2,334.2% | -2,131.5% | +133.0% |
| All | +1,517.6% | +8,583.6% | -7,066.0% | +978.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling