+110.8%
JNJ vs DOV
+65.5%
+45.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.5% | +3.0% | +0.5% | +3.3% |
| 30D | +12.5% | +8.6% | +3.9% | +12.2% |
| 3M | +9.6% | +1.9% | +7.7% | +9.5% |
| 6M | +25.3% | -1.7% | +27.0% | +25.3% |
| YTD | +40.3% | +8.3% | +32.0% | +39.3% |
| 1Y | +49.6% | +16.6% | +33.1% | +48.0% |
| 3Y | +110.8% | +65.1% | +45.7% | +100.7% |
| All | +110.8% | +65.5% | +45.2% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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