+146.3%
JNJ vs DOW
-15.8%
+162.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.8% |
| 7D | +2.7% | -2.4% | +5.1% | +3.0% |
| 30D | +7.4% | +0.4% | +7.0% | +7.2% |
| 3M | +21.2% | -14.4% | +35.6% | +23.4% |
| 6M | +13.4% | -7.0% | +20.4% | +13.4% |
| YTD | +35.1% | +30.2% | +4.9% | +28.2% |
| 1Y | +57.4% | +29.2% | +28.2% | +48.8% |
| 3Y | +86.8% | -36.7% | +123.5% | +95.6% |
| 5Y | +80.8% | -37.7% | +118.5% | +87.6% |
| All | +146.3% | -15.8% | +162.1% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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