+208.3%
JNJ vs D
+44.7%
+163.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +5.5% | +2.4% | +3.1% | +4.6% |
| 30D | +7.4% | +10.9% | -3.5% | +3.5% |
| 3M | +7.8% | +2.8% | +4.9% | +6.6% |
| 6M | +28.2% | +12.7% | +15.5% | +22.5% |
| YTD | +37.9% | +20.3% | +17.5% | +28.4% |
| 1Y | +52.4% | +17.1% | +35.3% | +43.2% |
| 3Y | +107.7% | +75.1% | +32.5% | +66.3% |
| 5Y | +96.5% | +13.1% | +83.4% | +84.2% |
| 10Y | +208.3% | +48.3% | +160.0% | +162.7% |
| All | +208.3% | +44.7% | +163.5% | +162.7% |
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