+80.2%
JNJ vs DRI
+56.7%
+23.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | -0.8% | -1.2% | +0.5% | -0.6% |
| 30D | +4.3% | -0.4% | +4.7% | +4.3% |
| 3M | +16.5% | +9.5% | +7.0% | +15.3% |
| 6M | +13.1% | +6.5% | +6.7% | +12.2% |
| YTD | +32.1% | +18.4% | +13.7% | +29.6% |
| 1Y | +54.5% | +4.2% | +50.3% | +53.3% |
| All | +80.2% | +56.7% | +23.4% | +71.4% |
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