+288.4%
JNJ vs JD
+46.1%
+242.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +1.5% | +0.4% | +1.0% | +1.4% |
| 30D | +6.3% | +4.2% | +2.1% | +6.1% |
| 3M | +8.5% | -12.8% | +21.2% | +9.2% |
| 6M | +28.0% | -8.8% | +36.8% | +28.5% |
| YTD | +37.7% | +0.5% | +37.2% | +37.4% |
| 1Y | +47.9% | -8.8% | +56.7% | +48.3% |
| 3Y | +107.4% | +18.6% | +88.8% | +102.0% |
| 5Y | +97.7% | -62.2% | +160.0% | +103.5% |
| 10Y | +210.7% | +32.2% | +178.4% | +172.1% |
| All | +288.4% | +46.1% | +242.3% | +243.2% |
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