+8,682.5%
JNJ vs DOC
+2,974.4%
+5,708.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | +2.7% | -1.5% | +4.2% | +2.9% |
| 30D | +7.4% | -4.8% | +12.1% | +8.2% |
| 3M | +21.2% | +6.9% | +14.3% | +19.9% |
| 6M | +13.4% | +20.7% | -7.3% | +9.5% |
| YTD | +35.1% | +34.1% | +1.0% | +28.0% |
| 1Y | +57.4% | +22.6% | +34.8% | +51.2% |
| 3Y | +86.8% | +20.8% | +65.9% | +78.3% |
| 5Y | +80.8% | -24.9% | +105.7% | +85.5% |
| 10Y | +202.7% | -1.8% | +204.6% | +187.6% |
| All | +8,682.5% | +2,974.4% | +5,708.1% | +4,034.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling