+51.2%
JNJ vs DIS
+8.7%
+42.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +3.6% |
| 7D | +1.9% | +9.1% | -7.1% | +1.5% |
| 30D | +9.2% | +14.8% | -5.6% | +8.6% |
| 3M | +8.9% | +21.2% | -12.2% | +8.2% |
| 6M | +24.6% | +18.3% | +6.3% | +23.7% |
| YTD | +35.7% | +5.4% | +30.3% | +33.3% |
| 1Y | +51.2% | +8.3% | +43.0% | +48.2% |
| All | +51.2% | +8.7% | +42.5% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 1y: compounded portfolio wealth divided by compounded DIS 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…
1y analysis · Full analysis span regression · 6 months rolling