+4,817.2%
JNJ vs DAR
+1,481.7%
+3,335.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +1.0% |
| 7D | +4.1% | +9.2% | -5.1% | +3.8% |
| 30D | +14.0% | -12.3% | +26.3% | +14.5% |
| 3M | +9.2% | -12.7% | +21.9% | +9.6% |
| 6M | +27.8% | -12.8% | +40.5% | +28.2% |
| YTD | +39.2% | +53.8% | -14.6% | +37.1% |
| 1Y | +49.1% | +60.3% | -11.1% | +46.6% |
| 3Y | +109.7% | +31.7% | +77.9% | +106.3% |
| 5Y | +97.6% | -27.7% | +125.3% | +97.1% |
| 10Y | +214.1% | +309.8% | -95.7% | +195.5% |
| All | +4,817.2% | +1,481.7% | +3,335.5% | +4,405.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling