+8,487.5%
JNJ vs DHR
+56,062.1%
-47,574.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -0.8% | -0.8% | +0.1% | -0.6% |
| 30D | +4.3% | +0.2% | +4.1% | +4.2% |
| 3M | +16.5% | +12.1% | +4.4% | +13.2% |
| 6M | +13.1% | +5.4% | +7.7% | +11.1% |
| YTD | +32.1% | -10.0% | +42.1% | +34.1% |
| 1Y | +54.5% | +4.1% | +50.4% | +51.5% |
| 3Y | +82.5% | -5.2% | +87.7% | +80.1% |
| 5Y | +80.0% | -28.2% | +108.2% | +85.8% |
| 10Y | +195.7% | +208.4% | -12.7% | +119.8% |
| All | +8,487.5% | +56,062.1% | -47,574.6% | +2,058.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling