+9,018.2%
JNJ vs DD
+1,141.0%
+7,877.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +3.5% | +5.0% | -1.5% | +2.5% |
| 30D | +12.5% | +19.7% | -7.2% | +8.7% |
| 3M | +9.6% | +7.2% | +2.4% | +7.9% |
| 6M | +25.3% | +1.0% | +24.3% | +24.5% |
| YTD | +40.3% | +29.1% | +11.2% | +32.6% |
| 1Y | +49.6% | +28.5% | +21.2% | +41.4% |
| 3Y | +110.8% | +89.4% | +21.3% | +81.8% |
| 5Y | +99.1% | +67.1% | +32.0% | +73.3% |
| 10Y | +216.6% | +97.5% | +119.0% | +154.2% |
| All | +9,018.2% | +1,141.0% | +7,877.2% | +4,180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling