+221.6%
JNJ vs D
+48.0%
+173.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +3.5% | -1.4% | +4.8% | +3.9% |
| 30D | +12.5% | +7.7% | +4.8% | +9.6% |
| 3M | +9.6% | -0.3% | +9.9% | +9.6% |
| 6M | +25.3% | +10.1% | +15.3% | +20.8% |
| YTD | +40.3% | +19.1% | +21.2% | +31.2% |
| 1Y | +49.6% | +15.9% | +33.7% | +41.1% |
| 3Y | +110.8% | +75.0% | +35.8% | +68.8% |
| 5Y | +99.1% | +13.4% | +85.7% | +86.3% |
| All | +221.6% | +48.0% | +173.6% | +175.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling