+54.3%
JNJ vs DIS
-10.8%
+65.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | -3.0% | -3.5% | +0.6% | -2.8% |
| 30D | +2.5% | +1.0% | +1.5% | +2.5% |
| 3M | +13.2% | +5.7% | +7.6% | +13.0% |
| 6M | +11.3% | +3.3% | +8.0% | +11.0% |
| YTD | +31.1% | -7.7% | +38.9% | +30.2% |
| 1Y | +54.3% | -10.0% | +64.3% | +56.3% |
| All | +54.3% | -10.8% | +65.2% | +56.3% |
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 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