+57.4%
JNJ vs DG
+23.4%
+34.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | +2.7% | +8.4% | -5.7% | +2.3% |
| 30D | +7.4% | +4.9% | +2.4% | +7.1% |
| 3M | +21.2% | +29.3% | -8.1% | +19.7% |
| 6M | +13.4% | -11.3% | +24.7% | +13.6% |
| YTD | +35.1% | +1.8% | +33.4% | +35.6% |
| 1Y | +57.4% | +25.3% | +32.1% | +58.6% |
| All | +57.4% | +23.4% | +34.0% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling