+97.7%
JNJ vs DAR
-31.4%
+129.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.2% |
| 7D | +1.5% | +3.6% | -2.1% | +1.4% |
| 30D | +6.3% | -11.3% | +17.6% | +6.6% |
| 3M | +8.5% | -13.1% | +21.6% | +8.7% |
| 6M | +28.0% | -15.1% | +43.1% | +28.4% |
| YTD | +37.7% | +50.5% | -12.8% | +35.2% |
| 1Y | +47.9% | +57.9% | -10.0% | +44.9% |
| 3Y | +107.4% | +28.9% | +78.4% | +103.4% |
| 5Y | +97.7% | -31.4% | +129.2% | +98.7% |
| All | +97.7% | -31.4% | +129.1% | +98.7% |
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