+82.7%
JNJ vs DAR
-8.0%
+90.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | +2.5% | +7.4% | -4.9% | +2.3% |
| 3M | +13.2% | +15.7% | -2.4% | +12.7% |
| 6M | +11.3% | +30.0% | -18.8% | +10.2% |
| YTD | +31.1% | +87.5% | -56.4% | +28.2% |
| 1Y | +54.3% | +113.4% | -59.0% | +50.1% |
| 3Y | +81.1% | +15.3% | +65.8% | +78.7% |
| 5Y | +82.7% | -4.3% | +87.0% | +78.9% |
| All | +82.7% | -8.0% | +90.7% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling