+83.7%
JNJ vs DIS
-40.0%
+123.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | +2.7% | -2.6% | +5.3% | +2.9% |
| 30D | +7.4% | +3.5% | +3.9% | +7.1% |
| 3M | +21.2% | +6.8% | +14.4% | +20.6% |
| 6M | +13.4% | +3.0% | +10.4% | +13.1% |
| YTD | +35.1% | -6.7% | +41.9% | +35.5% |
| 1Y | +57.4% | -10.1% | +67.5% | +58.1% |
| 3Y | +86.8% | +33.0% | +53.7% | +81.1% |
| All | +83.7% | -40.0% | +123.7% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling