+8,902.0%
JNJ vs DIS
+1,718.2%
+7,183.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.7% |
| 7D | +4.3% | +5.3% | -1.0% | +3.1% |
| 30D | +7.9% | +10.2% | -2.3% | +5.7% |
| 3M | +9.4% | +13.5% | -4.2% | +6.4% |
| 6M | +28.8% | +11.1% | +17.7% | +25.7% |
| YTD | +38.5% | +5.5% | +33.0% | +36.0% |
| 1Y | +54.6% | +9.1% | +45.5% | +50.5% |
| 3Y | +108.4% | +36.0% | +72.4% | +90.0% |
| 5Y | +99.6% | -29.8% | +129.4% | +106.5% |
| 10Y | +207.8% | +36.6% | +171.1% | +162.4% |
| All | +8,902.0% | +1,718.2% | +7,183.8% | +2,940.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling