+82.7%
JNJ vs DRI
+68.4%
+14.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.6% |
| 7D | -3.0% | -4.8% | +1.9% | -2.5% |
| 30D | +2.5% | -3.9% | +6.4% | +2.9% |
| 3M | +13.2% | +5.1% | +8.2% | +12.6% |
| 6M | +11.3% | +5.5% | +5.8% | +10.6% |
| YTD | +31.1% | +16.5% | +14.7% | +29.1% |
| 1Y | +54.3% | +2.0% | +52.3% | +53.6% |
| 3Y | +81.1% | +54.5% | +26.6% | +73.4% |
| 5Y | +82.7% | +66.6% | +16.1% | +72.7% |
| All | +82.7% | +68.4% | +14.3% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling