+8,682.5%
JNJ vs D
+2,347.4%
+6,335.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | +2.7% | +0.4% | +2.2% | +2.5% |
| 30D | +7.4% | -3.6% | +10.9% | +8.7% |
| 3M | +21.2% | -1.0% | +22.2% | +21.6% |
| 6M | +13.4% | +6.3% | +7.1% | +10.7% |
| YTD | +35.1% | +14.7% | +20.4% | +28.2% |
| 1Y | +57.4% | +16.9% | +40.5% | +48.1% |
| 3Y | +86.8% | +56.8% | +30.0% | +56.0% |
| 5Y | +80.8% | +5.2% | +75.6% | +72.1% |
| 10Y | +202.7% | +35.9% | +166.9% | +155.6% |
| All | +8,682.5% | +2,347.4% | +6,335.1% | +1,996.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling