+2,699.2%
JNJ vs DVA
+5,081.6%
-2,382.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -0.8% | +2.2% | -3.0% | -1.0% |
| 30D | +4.3% | -2.0% | +6.3% | +4.5% |
| 3M | +16.5% | -6.3% | +22.7% | +17.0% |
| 6M | +13.1% | +19.4% | -6.3% | +10.4% |
| YTD | +32.1% | +58.5% | -26.4% | +24.7% |
| 1Y | +54.5% | +33.9% | +20.6% | +48.3% |
| 3Y | +82.5% | +88.4% | -5.9% | +67.1% |
| 5Y | +80.0% | +39.5% | +40.5% | +67.5% |
| 10Y | +195.7% | +179.5% | +16.2% | +151.1% |
| All | +2,699.2% | +5,081.6% | -2,382.4% | +1,825.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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