+117.8%
JNJ vs DFNS
-99.9%
+217.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +2.7% | -16.0% | +18.7% | +2.7% |
| 30D | +7.4% | -77.7% | +85.1% | +7.4% |
| 3M | +21.2% | -77.2% | +98.4% | +20.9% |
| 6M | +13.4% | -95.2% | +108.6% | +13.3% |
| YTD | +35.1% | -98.0% | +133.1% | +35.1% |
| 1Y | +57.4% | -98.3% | +155.7% | +57.3% |
| 3Y | +86.8% | -99.9% | +186.6% | +82.4% |
| 5Y | +80.8% | -99.9% | +180.7% | +74.2% |
| All | +117.8% | -99.9% | +217.7% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling