+57.4%
JNJ vs DRI
+6.9%
+50.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +7.4% | +3.8% | +3.5% | +6.8% |
| 3M | +21.2% | +13.0% | +8.2% | +19.3% |
| 6M | +13.4% | +8.3% | +5.1% | +12.0% |
| YTD | +35.1% | +20.6% | +14.5% | +31.6% |
| 1Y | +57.4% | +6.5% | +51.0% | +56.3% |
| All | +57.4% | +6.9% | +50.5% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling