+82.7%
JNJ vs DFNS
-99.9%
+182.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | -0.8% |
| 7D | -3.0% | +4.6% | -7.6% | -3.0% |
| 30D | +2.5% | -73.9% | +76.4% | +2.6% |
| 3M | +13.2% | -71.7% | +85.0% | +13.0% |
| 6M | +11.3% | -94.6% | +105.9% | +11.1% |
| YTD | +31.1% | -98.1% | +129.2% | +31.1% |
| 1Y | +54.3% | -98.3% | +152.6% | +54.2% |
| 3Y | +81.1% | -99.9% | +181.0% | +76.3% |
| 5Y | +82.7% | -99.9% | +182.6% | +75.7% |
| All | +82.7% | -99.9% | +182.6% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling