+221.6%
JNJ vs DIA
+235.1%
-13.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +3.5% | +2.1% | +1.3% | +2.3% |
| 30D | +12.5% | +1.5% | +11.1% | +11.6% |
| 3M | +9.6% | -2.4% | +12.0% | +11.0% |
| 6M | +25.3% | +6.0% | +19.4% | +21.2% |
| YTD | +40.3% | +10.1% | +30.2% | +32.5% |
| 1Y | +49.6% | +11.8% | +37.8% | +40.1% |
| 3Y | +110.8% | +59.7% | +51.1% | +58.4% |
| 5Y | +99.1% | +57.9% | +41.2% | +49.4% |
| All | +221.6% | +235.1% | -13.4% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 10y: compounded portfolio wealth divided by compounded DIA 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…
10y analysis · Full analysis span regression · 6 months rolling