+126.1%
JNJ vs DFNS
-100.0%
+226.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +0.8% |
| 7D | +3.5% | -6.0% | +9.4% | +3.4% |
| 30D | +12.5% | -71.2% | +83.7% | +12.6% |
| 3M | +9.6% | -94.5% | +104.1% | +9.7% |
| 6M | +25.3% | -96.5% | +121.9% | +25.1% |
| YTD | +40.3% | -99.6% | +139.9% | +40.3% |
| 1Y | +49.6% | -99.7% | +149.3% | +49.7% |
| 3Y | +110.8% | -100.0% | +210.8% | +106.0% |
| 5Y | +99.1% | -100.0% | +199.1% | +92.1% |
| All | +126.1% | -100.0% | +226.1% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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