+150.6%
JNJ vs DDOG
+421.0%
-270.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.2% |
| 7D | -0.8% | -6.1% | +5.3% | -0.8% |
| 30D | +4.3% | -10.1% | +14.5% | +4.3% |
| 3M | +16.5% | -9.3% | +25.8% | +16.5% |
| 6M | +13.1% | +67.2% | -54.0% | +12.8% |
| YTD | +32.1% | +54.6% | -22.5% | +31.8% |
| 1Y | +54.5% | +54.1% | +0.4% | +54.0% |
| 3Y | +82.5% | +115.3% | -32.7% | +80.0% |
| 5Y | +80.0% | +50.6% | +29.4% | +76.6% |
| All | +150.6% | +421.0% | -270.5% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling