+51.2%
JNJ vs DGX
+45.0%
+6.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +2.8% |
| 7D | +1.9% | +4.1% | -2.1% | +0.7% |
| 30D | +9.2% | +10.5% | -1.3% | +6.2% |
| 3M | +8.9% | +9.8% | -0.9% | +6.0% |
| 6M | +24.6% | +34.6% | -10.0% | +15.0% |
| YTD | +35.7% | +49.8% | -14.2% | +20.1% |
| 1Y | +51.2% | +46.0% | +5.2% | +36.0% |
| All | +51.2% | +45.0% | +6.3% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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