+8,902.0%
JNJ vs D
+2,436.6%
+6,465.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.3% |
| 7D | +4.3% | +0.8% | +3.5% | +4.0% |
| 30D | +7.9% | +10.7% | -2.8% | +4.1% |
| 3M | +9.4% | +2.3% | +7.1% | +8.4% |
| 6M | +28.8% | +12.5% | +16.3% | +23.2% |
| YTD | +38.5% | +20.1% | +18.4% | +29.2% |
| 1Y | +54.6% | +15.6% | +39.1% | +46.1% |
| 3Y | +108.4% | +75.2% | +33.2% | +67.8% |
| 5Y | +99.6% | +14.6% | +85.0% | +84.4% |
| 10Y | +207.8% | +43.8% | +164.0% | +154.9% |
| All | +8,902.0% | +2,436.6% | +6,465.4% | +2,020.5% |
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 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