+55.4%
JNJ vs DRI
+2.2%
+53.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.5% |
| 7D | -3.0% | -4.8% | +1.9% | -2.3% |
| 30D | +2.5% | -3.9% | +6.4% | +3.0% |
| 3M | +13.2% | +5.1% | +8.2% | +12.4% |
| 6M | +11.3% | +5.5% | +5.8% | +10.3% |
| YTD | +31.1% | +16.5% | +14.7% | +28.2% |
| All | +55.4% | +2.2% | +53.2% | +55.5% |
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