+83.4%
JNJ vs DT
-27.8%
+111.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -4.3% | -2.5% | -1.8% | -4.3% |
| 30D | +3.0% | +3.5% | -0.5% | +3.0% |
| 3M | +12.2% | +26.7% | -14.5% | +12.4% |
| 6M | +10.5% | +36.1% | -25.7% | +10.6% |
| YTD | +30.8% | +18.6% | +12.1% | +31.2% |
| 1Y | +54.9% | +7.9% | +47.0% | +55.5% |
| 3Y | +80.7% | +8.6% | +72.1% | +80.8% |
| 5Y | +83.4% | -26.7% | +110.1% | +81.6% |
| All | +83.4% | -27.8% | +111.3% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling