+221.6%
JNJ vs DIS
+32.4%
+189.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +3.5% | +1.9% | +1.5% | +3.1% |
| 30D | +12.5% | +9.2% | +3.4% | +11.0% |
| 3M | +9.6% | +13.5% | -4.0% | +7.3% |
| 6M | +25.3% | +14.3% | +11.1% | +22.5% |
| YTD | +40.3% | +5.4% | +34.9% | +38.5% |
| 1Y | +49.6% | +12.2% | +37.5% | +46.1% |
| 3Y | +110.8% | +37.2% | +73.6% | +95.7% |
| 5Y | +99.1% | -23.1% | +122.3% | +106.0% |
| All | +221.6% | +32.4% | +189.3% | +180.3% |
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