+83.4%
JNJ vs DIA
+61.6%
+21.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | -4.3% | -3.0% | -1.3% | -3.3% |
| 30D | +3.0% | -3.0% | +6.0% | +4.2% |
| 3M | +12.2% | +4.5% | +7.7% | +10.4% |
| 6M | +10.5% | +9.8% | +0.7% | +6.6% |
| YTD | +30.8% | +9.3% | +21.5% | +26.2% |
| 1Y | +54.9% | +16.0% | +39.0% | +45.9% |
| 3Y | +80.7% | +57.7% | +22.9% | +47.3% |
| 5Y | +83.4% | +63.8% | +19.7% | +45.5% |
| All | +83.4% | +61.6% | +21.8% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling