+91.6%
JNJ vs DOC
-22.1%
+113.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -1.0% | +6.2% | -7.3% | -2.2% |
| 30D | +6.9% | +6.5% | +0.4% | +5.5% |
| 3M | +6.2% | -6.2% | +12.5% | +7.5% |
| 6M | +22.0% | +25.6% | -3.6% | +16.6% |
| YTD | +33.7% | +32.1% | +1.6% | +26.1% |
| 1Y | +49.7% | +20.3% | +29.4% | +43.9% |
| 3Y | +96.0% | +42.7% | +53.2% | +80.8% |
| 5Y | +91.6% | -22.2% | +113.7% | +102.4% |
| All | +91.6% | -22.1% | +113.7% | +102.4% |
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