+193.4%
JNJ vs JD
+20.5%
+172.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -4.3% | -2.6% | -1.7% | -4.2% |
| 30D | +3.0% | -15.4% | +18.4% | +3.8% |
| 3M | +12.2% | -5.0% | +17.3% | +12.4% |
| 6M | +10.5% | +0.9% | +9.5% | +10.3% |
| YTD | +30.8% | -2.5% | +33.3% | +30.7% |
| 1Y | +54.9% | -16.0% | +70.9% | +55.8% |
| 3Y | +80.7% | -8.5% | +89.2% | +78.9% |
| 5Y | +83.4% | -61.8% | +145.2% | +88.3% |
| All | +193.4% | +20.5% | +172.9% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling