+148.8%
JNJ vs DT
+100.3%
+48.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -3.5% | -1.6% | -1.9% | -3.4% |
| 30D | +2.3% | +3.0% | -0.7% | +2.2% |
| 3M | +12.0% | +26.5% | -14.5% | +10.8% |
| 6M | +10.5% | +35.9% | -25.5% | +8.8% |
| YTD | +30.4% | +17.8% | +12.6% | +29.2% |
| 1Y | +52.1% | +4.1% | +48.1% | +51.7% |
| 3Y | +77.8% | +5.3% | +72.5% | +75.9% |
| 5Y | +82.9% | -27.2% | +110.1% | +83.6% |
| All | +148.8% | +100.3% | +48.5% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling