+8,422.4%
JNJ vs DUK
+2,557.6%
+5,864.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -3.0% | -0.1% | -2.8% | -2.9% |
| 30D | +2.5% | +0.2% | +2.3% | +2.4% |
| 3M | +13.2% | -1.9% | +15.1% | +13.9% |
| 6M | +11.3% | -6.5% | +17.8% | +13.7% |
| YTD | +31.1% | +5.4% | +25.7% | +28.8% |
| 1Y | +54.3% | +3.6% | +50.8% | +52.4% |
| 3Y | +81.1% | +48.1% | +33.0% | +59.3% |
| 5Y | +82.7% | +39.6% | +43.2% | +62.8% |
| 10Y | +196.5% | +131.8% | +64.6% | +123.3% |
| All | +8,422.4% | +2,557.6% | +5,864.8% | +2,108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling