+98.4%
JNJ vs DOC
+43.5%
+54.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.2% |
| 7D | +1.9% | +8.7% | -6.8% | +0.3% |
| 30D | +9.2% | +7.6% | +1.6% | +7.6% |
| 3M | +8.9% | -5.3% | +14.2% | +9.9% |
| 6M | +24.6% | +27.6% | -3.0% | +19.1% |
| YTD | +35.7% | +32.4% | +3.3% | +28.3% |
| 1Y | +51.2% | +22.9% | +28.3% | +45.3% |
| All | +98.4% | +43.5% | +54.8% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling