+80.0%
JNJ vs DAL
+102.5%
-22.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -0.8% | +3.4% | -4.1% | -0.8% |
| 30D | +4.3% | -13.6% | +17.9% | +4.6% |
| 3M | +16.5% | +1.2% | +15.3% | +16.4% |
| 6M | +13.1% | +34.5% | -21.3% | +12.4% |
| YTD | +32.1% | +14.7% | +17.5% | +31.6% |
| 1Y | +54.5% | +29.2% | +25.2% | +53.4% |
| 3Y | +82.5% | +100.0% | -17.4% | +77.5% |
| 5Y | +80.0% | +106.3% | -26.3% | +73.9% |
| All | +80.0% | +102.5% | -22.5% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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