+78.3%
JNJ vs DHR
-6.9%
+85.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -4.3% | -5.0% | +0.6% | -3.6% |
| 30D | +3.0% | -3.3% | +6.4% | +3.5% |
| 3M | +12.2% | +9.4% | +2.8% | +10.4% |
| 6M | +10.5% | +3.2% | +7.3% | +9.5% |
| YTD | +30.8% | -12.0% | +42.8% | +32.6% |
| 1Y | +54.9% | +4.9% | +50.0% | +52.2% |
| All | +78.3% | -6.9% | +85.2% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 3y: compounded portfolio wealth divided by compounded DHR 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…
3y analysis · Full analysis span regression · 6 months rolling