+82.5%
JNJ vs JD
-6.1%
+88.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -2.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +4.3% | -16.0% | +20.4% | +4.8% |
| 3M | +16.5% | -3.2% | +19.7% | +16.6% |
| 6M | +13.1% | +6.1% | +7.1% | +13.0% |
| YTD | +32.1% | -0.1% | +32.2% | +32.1% |
| 1Y | +54.5% | -12.7% | +67.2% | +54.8% |
| 3Y | +82.5% | -6.3% | +88.8% | +79.8% |
| All | +82.5% | -6.1% | +88.7% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling