+3,442.7%
JNJ vs DRI
+7,577.6%
-4,135.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +7.4% | +3.8% | +3.5% | +6.8% |
| 3M | +21.2% | +13.0% | +8.2% | +19.3% |
| 6M | +13.4% | +8.3% | +5.1% | +12.1% |
| YTD | +35.1% | +20.6% | +14.5% | +31.6% |
| 1Y | +57.4% | +6.5% | +51.0% | +55.6% |
| 3Y | +86.8% | +53.7% | +33.1% | +75.0% |
| 5Y | +80.8% | +72.7% | +8.1% | +65.3% |
| 10Y | +202.7% | +363.2% | -160.4% | +132.8% |
| All | +3,442.7% | +7,577.6% | -4,135.0% | +1,832.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling