+196.5%
JNJ vs D
+34.1%
+162.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -3.0% | -0.4% | -2.5% | -2.8% |
| 30D | +2.5% | -2.1% | +4.6% | +3.2% |
| 3M | +13.2% | -0.7% | +14.0% | +13.5% |
| 6M | +11.3% | +5.6% | +5.7% | +8.9% |
| YTD | +31.1% | +14.6% | +16.6% | +24.4% |
| 1Y | +54.3% | +15.3% | +39.0% | +45.8% |
| 3Y | +81.1% | +59.1% | +22.0% | +50.2% |
| 5Y | +82.7% | +3.9% | +78.8% | +76.8% |
| 10Y | +196.5% | +38.5% | +158.0% | +158.3% |
| All | +196.5% | +34.1% | +162.4% | +158.3% |
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