+84.2%
JNJ vs DOV
+14.8%
+69.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -3.5% | -2.0% | -1.5% | -3.3% |
| 30D | +2.3% | -8.9% | +11.2% | +3.3% |
| 3M | +12.0% | -13.3% | +25.2% | +13.6% |
| 6M | +10.5% | -9.7% | +20.1% | +11.3% |
| YTD | +30.4% | -2.5% | +32.8% | +30.0% |
| 1Y | +52.1% | +7.2% | +44.9% | +49.9% |
| 3Y | +77.8% | +39.4% | +38.4% | +65.5% |
| All | +84.2% | +14.8% | +69.3% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling