+100.9%
JNJ vs DOV
+29.1%
+71.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.5% | +3.0% | +0.5% | +3.1% |
| 30D | +12.5% | +8.6% | +3.9% | +11.6% |
| 3M | +9.6% | +1.9% | +7.7% | +9.3% |
| 6M | +25.3% | -1.7% | +27.0% | +25.3% |
| YTD | +40.3% | +8.3% | +32.0% | +38.4% |
| 1Y | +49.6% | +16.6% | +33.1% | +46.2% |
| 3Y | +110.8% | +65.1% | +45.7% | +92.1% |
| All | +100.9% | +29.1% | +71.9% | +87.6% |
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