+281.2%
JNJ vs JD
+48.3%
+232.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | +2.7% | -1.7% | +4.4% | +2.8% |
| 30D | +7.4% | -13.2% | +20.5% | +8.1% |
| 3M | +21.2% | -3.2% | +24.4% | +21.3% |
| 6M | +13.4% | +15.2% | -1.8% | +12.4% |
| YTD | +35.1% | +2.0% | +33.2% | +34.8% |
| 1Y | +57.4% | -5.4% | +62.8% | +57.4% |
| 3Y | +86.8% | -9.1% | +95.9% | +84.8% |
| 5Y | +80.8% | -59.6% | +140.4% | +84.7% |
| 10Y | +202.7% | +26.2% | +176.5% | +166.3% |
| All | +281.2% | +48.3% | +232.9% | +236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling