+1,528.6%
JNJ vs DIA
+1,144.9%
+383.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | +7.4% | -1.5% | +8.9% | +8.3% |
| 3M | +21.2% | +3.8% | +17.5% | +18.5% |
| 6M | +13.4% | +10.3% | +3.1% | +6.8% |
| YTD | +35.1% | +12.1% | +23.0% | +25.9% |
| 1Y | +57.4% | +18.6% | +38.8% | +41.7% |
| 3Y | +86.8% | +60.6% | +26.1% | +38.9% |
| 5Y | +80.8% | +64.4% | +16.4% | +31.2% |
| 10Y | +202.7% | +250.1% | -47.4% | +36.4% |
| All | +1,528.6% | +1,144.9% | +383.7% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling