+618.0%
JNJ vs DG
+577.8%
+40.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.6% |
| 7D | -0.8% | -2.5% | +1.7% | -0.4% |
| 30D | +4.3% | +1.0% | +3.3% | +4.1% |
| 3M | +16.5% | +20.3% | -3.8% | +13.2% |
| 6M | +13.1% | -11.7% | +24.9% | +14.7% |
| YTD | +32.1% | -2.3% | +34.5% | +31.9% |
| 1Y | +54.5% | +20.0% | +34.5% | +48.9% |
| 3Y | +82.5% | +7.2% | +75.3% | +73.8% |
| 5Y | +80.0% | -37.9% | +117.9% | +86.4% |
| 10Y | +195.7% | +107.3% | +88.3% | +149.1% |
| All | +618.0% | +577.8% | +40.2% | +406.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling