+8,422.4%
JNJ vs DTE
+3,490.3%
+4,932.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +2.5% | -0.5% | +3.0% | +2.7% |
| 3M | +13.2% | -6.0% | +19.3% | +15.8% |
| 6M | +11.3% | -7.2% | +18.5% | +14.2% |
| YTD | +31.1% | +7.2% | +24.0% | +27.7% |
| 1Y | +54.3% | +4.1% | +50.3% | +51.8% |
| 3Y | +81.1% | +46.9% | +34.3% | +56.3% |
| 5Y | +82.7% | +32.9% | +49.8% | +62.1% |
| 10Y | +196.5% | +144.5% | +52.0% | +103.0% |
| All | +8,422.4% | +3,490.3% | +4,932.1% | +1,766.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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