+208.3%
JNJ vs DIS
+36.4%
+171.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +5.5% | +4.4% | +1.1% | +4.8% |
| 30D | +7.4% | +10.3% | -2.9% | +5.8% |
| 3M | +7.8% | +15.5% | -7.8% | +5.3% |
| 6M | +28.2% | +11.2% | +17.0% | +25.9% |
| YTD | +37.9% | +5.6% | +32.3% | +36.0% |
| 1Y | +52.4% | +7.7% | +44.6% | +49.7% |
| 3Y | +107.7% | +39.3% | +68.4% | +92.3% |
| 5Y | +96.5% | -29.5% | +126.1% | +107.5% |
| 10Y | +208.3% | +36.3% | +172.0% | +166.4% |
| All | +208.3% | +36.4% | +171.9% | +166.4% |
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