+110.8%
JNJ vs DRI
+68.2%
+42.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +3.5% | +1.1% | +2.4% | +3.3% |
| 30D | +12.5% | +9.7% | +2.8% | +11.5% |
| 3M | +9.6% | +3.2% | +6.4% | +9.2% |
| 6M | +25.3% | +20.6% | +4.8% | +22.9% |
| YTD | +40.3% | +28.3% | +12.0% | +36.6% |
| 1Y | +49.6% | +34.5% | +15.1% | +45.1% |
| 3Y | +110.8% | +66.5% | +44.3% | +98.5% |
| All | +110.8% | +68.2% | +42.6% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling