+10.5%
JNJ vs DGX
+14.7%
-4.3%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.3% |
| 7D | -4.3% | -3.5% | -0.9% | -3.3% |
| 30D | +3.0% | -2.7% | +5.7% | +3.9% |
| 3M | +12.2% | +13.9% | -1.7% | +7.3% |
| 6M | +10.5% | +16.0% | -5.6% | +4.5% |
| All | +10.5% | +14.7% | -4.3% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling