+221.6%
JNJ vs O
+80.9%
+140.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +3.5% | -0.4% | +3.8% | +3.5% |
| 30D | +12.5% | +7.1% | +5.4% | +10.6% |
| 3M | +9.6% | -5.2% | +14.8% | +11.0% |
| 6M | +25.3% | -1.8% | +27.1% | +25.9% |
| YTD | +40.3% | +9.1% | +31.2% | +37.3% |
| 1Y | +49.6% | +9.7% | +40.0% | +46.3% |
| 3Y | +110.8% | +39.1% | +71.6% | +94.8% |
| 5Y | +99.1% | +8.4% | +90.8% | +93.2% |
| All | +221.6% | +80.9% | +140.8% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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