+192.5%
JNJ vs DE
+863.9%
-671.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.5% | -2.6% | -0.9% | -3.1% |
| 30D | +2.3% | +9.0% | -6.7% | +0.7% |
| 3M | +12.0% | +19.1% | -7.2% | +8.4% |
| 6M | +10.5% | +14.4% | -3.9% | +7.4% |
| YTD | +30.4% | +45.9% | -15.5% | +21.0% |
| 1Y | +52.1% | +43.6% | +8.5% | +41.4% |
| 3Y | +77.8% | +75.9% | +1.9% | +57.0% |
| 5Y | +82.9% | +98.8% | -15.9% | +53.6% |
| All | +192.5% | +863.9% | -671.4% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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