+84.2%
JNJ vs HON
+1.1%
+83.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | -3.5% | 0.0% | -2.9% |
| 30D | +2.3% | -13.8% | +16.1% | +5.0% |
| 3M | +12.0% | -11.7% | +23.7% | +14.1% |
| 6M | +10.5% | -18.7% | +29.2% | +14.3% |
| YTD | +30.4% | +0.2% | +30.2% | +28.8% |
| 1Y | +52.1% | -3.1% | +55.2% | +51.2% |
| 3Y | +77.8% | +17.0% | +60.8% | +66.8% |
| All | +84.2% | +1.1% | +83.0% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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