+78.8%
JNJ vs DT
+6.3%
+72.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.7% |
| 7D | -3.0% | -0.5% | -2.4% | -3.0% |
| 30D | +2.5% | +0.1% | +2.5% | +2.5% |
| 3M | +13.2% | +24.1% | -10.9% | +14.3% |
| 6M | +11.3% | +30.1% | -18.8% | +12.7% |
| YTD | +31.1% | +16.8% | +14.4% | +32.9% |
| 1Y | +54.3% | -0.1% | +54.4% | +56.2% |
| All | +78.8% | +6.3% | +72.5% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling