+192.5%
JNJ vs DG
+101.8%
+90.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -3.5% | -6.5% | +3.0% | -2.6% |
| 30D | +2.3% | +4.2% | -1.9% | +1.7% |
| 3M | +12.0% | +9.5% | +2.5% | +10.3% |
| 6M | +10.5% | -13.1% | +23.6% | +12.2% |
| YTD | +30.4% | -4.8% | +35.2% | +30.6% |
| 1Y | +52.1% | +20.6% | +31.5% | +46.6% |
| 3Y | +77.8% | +4.9% | +72.9% | +69.6% |
| 5Y | +82.9% | -37.9% | +120.8% | +91.2% |
| All | +192.5% | +101.8% | +90.8% | +156.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling