+84.2%
JNJ vs DHR
-30.1%
+114.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | -3.6% | +0.1% | -3.0% |
| 30D | +2.3% | -2.7% | +5.1% | +2.7% |
| 3M | +12.0% | +10.9% | +1.1% | +9.9% |
| 6M | +10.5% | +3.0% | +7.4% | +9.5% |
| YTD | +30.4% | -12.2% | +42.6% | +32.3% |
| 1Y | +52.1% | +3.3% | +48.8% | +50.1% |
| 3Y | +77.8% | -8.2% | +86.0% | +76.8% |
| All | +84.2% | -30.1% | +114.3% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling