+196.5%
JNJ vs DIS
+20.9%
+175.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -3.0% | -3.5% | +0.6% | -2.4% |
| 30D | +2.5% | +1.0% | +1.5% | +2.3% |
| 3M | +13.2% | +5.7% | +7.6% | +12.1% |
| 6M | +11.3% | +3.3% | +8.0% | +10.4% |
| YTD | +31.1% | -7.7% | +38.9% | +32.2% |
| 1Y | +54.3% | -10.0% | +64.3% | +56.0% |
| 3Y | +81.1% | +31.7% | +49.4% | +68.6% |
| 5Y | +82.7% | -42.2% | +124.9% | +100.0% |
| 10Y | +196.5% | +22.3% | +174.1% | +158.5% |
| All | +196.5% | +20.9% | +175.6% | +158.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling