+4,673.4%
JNJ vs DAR
+1,762.6%
+2,910.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.1% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | +7.4% | +12.8% | -5.4% | +6.9% |
| 3M | +21.2% | +7.4% | +13.9% | +20.9% |
| 6M | +13.4% | +22.3% | -8.9% | +12.6% |
| YTD | +35.1% | +81.1% | -46.0% | +32.5% |
| 1Y | +57.4% | +106.5% | -49.1% | +53.6% |
| 3Y | +86.8% | +5.3% | +81.5% | +85.1% |
| 5Y | +80.8% | -11.5% | +92.3% | +79.3% |
| 10Y | +202.7% | +353.3% | -150.6% | +184.0% |
| All | +4,673.4% | +1,762.6% | +2,910.8% | +4,254.5% |
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 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