+95.0%
JNJ vs D
+12.5%
+82.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | +1.1% | +3.0% | -1.9% | +0.2% |
| 30D | +6.9% | +11.5% | -4.6% | +3.6% |
| 3M | +8.0% | +3.7% | +4.3% | +6.8% |
| 6M | +24.3% | +13.5% | +10.7% | +19.6% |
| YTD | +35.6% | +20.7% | +14.9% | +28.0% |
| 1Y | +51.1% | +18.2% | +32.8% | +43.3% |
| 3Y | +98.3% | +73.3% | +25.0% | +68.4% |
| All | +95.0% | +12.5% | +82.5% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling