+157.8%
JNJ vs DT
+103.5%
+54.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | +2.7% | -3.3% | +6.0% | +2.8% |
| 30D | +7.4% | +2.0% | +5.3% | +7.3% |
| 3M | +21.2% | +20.0% | +1.2% | +20.2% |
| 6M | +13.4% | +39.3% | -25.9% | +11.6% |
| YTD | +35.1% | +19.8% | +15.4% | +33.8% |
| 1Y | +57.4% | +4.3% | +53.2% | +57.0% |
| 3Y | +86.8% | +7.7% | +79.1% | +84.6% |
| 5Y | +80.8% | -26.8% | +107.6% | +81.6% |
| All | +157.8% | +103.5% | +54.3% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling