+84.2%
JNJ vs DVN
+120.4%
-36.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -3.5% | +4.5% | -8.0% | -3.6% |
| 30D | +2.3% | +12.0% | -9.7% | +2.0% |
| 3M | +12.0% | +13.4% | -1.4% | +11.5% |
| 6M | +10.5% | +12.1% | -1.6% | +9.9% |
| YTD | +30.4% | +38.8% | -8.4% | +28.9% |
| 1Y | +52.1% | +46.0% | +6.1% | +50.0% |
| 3Y | +77.8% | +9.5% | +68.3% | +75.7% |
| All | +84.2% | +120.4% | -36.2% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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