+192.5%
JNJ vs DAR
+366.1%
-173.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | +2.3% | +2.6% | -0.3% | +2.0% |
| 3M | +12.0% | +14.2% | -2.2% | +10.4% |
| 6M | +10.5% | +17.2% | -6.7% | +8.5% |
| YTD | +30.4% | +80.9% | -50.5% | +22.7% |
| 1Y | +52.1% | +104.0% | -51.8% | +41.1% |
| 3Y | +77.8% | +3.6% | +74.2% | +74.8% |
| 5Y | +82.9% | -7.8% | +90.7% | +77.9% |
| All | +192.5% | +366.1% | -173.5% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling