+148.0%
JNJ vs DDOG
+449.5%
-301.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -4.3% | +3.2% | -7.6% | -4.3% |
| 30D | +3.0% | -10.2% | +13.2% | +3.0% |
| 3M | +12.2% | -2.6% | +14.8% | +12.2% |
| 6M | +10.5% | +80.1% | -69.7% | +10.1% |
| YTD | +30.8% | +63.0% | -32.3% | +30.4% |
| 1Y | +54.9% | +59.4% | -4.4% | +54.4% |
| 3Y | +80.7% | +127.0% | -46.4% | +78.2% |
| 5Y | +83.4% | +61.7% | +21.8% | +79.8% |
| All | +148.0% | +449.5% | -301.5% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 10y: compounded portfolio wealth divided by compounded DDOG 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…
10y analysis · Full analysis span regression · 6 months rolling