+673.2%
JNJ vs DAL
+393.7%
+279.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.1% | +1.7% |
| 7D | +4.3% | +10.0% | -5.8% | +3.4% |
| 30D | +7.9% | +12.0% | -4.1% | +6.8% |
| 3M | +9.4% | +0.8% | +8.6% | +9.2% |
| 6M | +28.8% | +26.2% | +2.6% | +26.0% |
| YTD | +38.5% | +33.7% | +4.8% | +34.4% |
| 1Y | +54.6% | +57.6% | -3.0% | +47.8% |
| 3Y | +108.4% | +183.5% | -75.1% | +85.9% |
| 5Y | +99.6% | +114.2% | -14.6% | +80.1% |
| 10Y | +207.8% | +128.1% | +79.6% | +165.4% |
| All | +673.2% | +393.7% | +279.6% | +444.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling