+100.9%
JNJ vs DD
+67.2%
+33.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +3.5% | +5.0% | -1.5% | +3.1% |
| 30D | +12.5% | +19.7% | -7.2% | +10.9% |
| 3M | +9.6% | +7.2% | +2.4% | +8.9% |
| 6M | +25.3% | +1.0% | +24.3% | +25.1% |
| YTD | +40.3% | +29.1% | +11.2% | +36.5% |
| 1Y | +49.6% | +28.5% | +21.2% | +45.6% |
| 3Y | +110.8% | +89.4% | +21.3% | +94.1% |
| All | +100.9% | +67.2% | +33.7% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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