+84.2%
JNJ vs DUK
+39.2%
+44.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.5% | -0.7% | -2.8% | -3.2% |
| 30D | +2.3% | -2.4% | +4.8% | +3.4% |
| 3M | +12.0% | -3.0% | +15.0% | +13.5% |
| 6M | +10.5% | -6.6% | +17.0% | +13.7% |
| YTD | +30.4% | +4.6% | +25.8% | +27.8% |
| 1Y | +52.1% | +1.2% | +50.9% | +51.0% |
| 3Y | +77.8% | +45.7% | +32.1% | +51.5% |
| All | +84.2% | +39.2% | +44.9% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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