+49.1%
JNJ vs DAR
+59.8%
-10.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +1.3% |
| 7D | +4.1% | +9.2% | -5.1% | +4.8% |
| 30D | +14.0% | -12.3% | +26.3% | +13.0% |
| 3M | +9.2% | -12.7% | +21.9% | +8.3% |
| 6M | +27.8% | -12.8% | +40.5% | +27.5% |
| YTD | +39.2% | +53.8% | -14.6% | +35.5% |
| 1Y | +49.1% | +60.3% | -11.1% | +44.8% |
| All | +49.1% | +59.8% | -10.6% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling