+193.4%
JNJ vs DRI
+348.7%
-155.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -4.3% | -4.8% | +0.5% | -3.8% |
| 30D | +3.0% | -5.2% | +8.2% | +3.6% |
| 3M | +12.2% | +2.7% | +9.5% | +11.8% |
| 6M | +10.5% | +3.6% | +6.8% | +9.8% |
| YTD | +30.8% | +15.4% | +15.4% | +28.2% |
| 1Y | +54.9% | +1.3% | +53.7% | +54.1% |
| 3Y | +80.7% | +53.1% | +27.5% | +69.9% |
| 5Y | +83.4% | +64.6% | +18.9% | +69.5% |
| All | +193.4% | +348.7% | -155.4% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling