+50.5%
DRAM vs JNJ
+16.3%
+34.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +8.8% |
| 7D | -9.8% | +4.3% | -14.1% | -5.4% |
| 30D | -26.9% | +7.9% | -34.9% | -19.2% |
| 3M | -17.4% | +9.4% | -26.8% | -5.6% |
| 6M | -20.9% | +28.8% | -49.7% | +12.2% |
| All | +50.5% | +16.3% | +34.2% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 1y: compounded portfolio wealth divided by compounded JNJ 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…
1y analysis · Full analysis span regression · 6 months rolling