+8,487.5%
JNJ vs HON
+5,657.9%
+2,829.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | -0.8% | -0.8% | +0.1% | -0.6% |
| 30D | +4.3% | -15.2% | +19.5% | +8.0% |
| 3M | +16.5% | -6.0% | +22.5% | +17.5% |
| 6M | +13.1% | -14.9% | +28.0% | +16.5% |
| YTD | +32.1% | +3.2% | +29.0% | +30.2% |
| 1Y | +54.5% | 0.0% | +54.5% | +53.1% |
| 3Y | +82.5% | +21.5% | +61.1% | +71.9% |
| 5Y | +80.0% | +4.0% | +76.0% | +74.0% |
| 10Y | +195.7% | +138.4% | +57.3% | +136.2% |
| All | +8,487.5% | +5,657.9% | +2,829.6% | +3,149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling