+2,171.9%
JNJ vs DGX
+8,778.1%
-6,606.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -3.5% | -0.9% | -2.6% | -3.3% |
| 30D | +2.3% | -1.2% | +3.5% | +2.5% |
| 3M | +12.0% | +15.8% | -3.8% | +8.7% |
| 6M | +10.5% | +18.2% | -7.7% | +6.7% |
| YTD | +30.4% | +37.2% | -6.8% | +22.2% |
| 1Y | +52.1% | +30.4% | +21.8% | +43.9% |
| 3Y | +77.8% | +96.7% | -18.9% | +54.6% |
| 5Y | +82.9% | +67.2% | +15.7% | +63.0% |
| 10Y | +194.8% | +253.9% | -59.1% | +124.8% |
| All | +2,171.9% | +8,778.1% | -6,606.3% | +929.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling