+83.7%
JNJ vs DOC
-24.5%
+108.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | +2.7% | -1.5% | +4.2% | +3.0% |
| 30D | +7.4% | -4.8% | +12.1% | +8.4% |
| 3M | +21.2% | +6.9% | +14.3% | +19.8% |
| 6M | +13.4% | +20.7% | -7.3% | +9.3% |
| YTD | +35.1% | +34.1% | +1.0% | +27.2% |
| 1Y | +57.4% | +22.6% | +34.8% | +50.8% |
| 3Y | +86.8% | +20.8% | +65.9% | +78.7% |
| All | +83.7% | -24.5% | +108.2% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling