+57.4%
JNJ vs D
+15.7%
+41.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | +2.7% | +0.4% | +2.2% | +2.6% |
| 30D | +7.4% | -3.6% | +10.9% | +8.3% |
| 3M | +21.2% | -1.0% | +22.2% | +21.7% |
| 6M | +13.4% | +6.3% | +7.1% | +12.3% |
| YTD | +35.1% | +14.7% | +20.4% | +31.7% |
| 1Y | +57.4% | +16.9% | +40.5% | +52.6% |
| All | +57.4% | +15.7% | +41.8% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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