+82.7%
JNJ vs O
+12.6%
+70.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | -3.0% | -2.3% | -0.7% | -2.2% |
| 30D | +2.5% | -2.4% | +5.0% | +3.4% |
| 3M | +13.2% | -0.6% | +13.8% | +13.6% |
| 6M | +11.3% | -5.0% | +16.3% | +13.2% |
| YTD | +31.1% | +10.4% | +20.7% | +26.9% |
| 1Y | +54.3% | +6.6% | +47.8% | +51.0% |
| 3Y | +81.1% | +28.4% | +52.8% | +67.4% |
| 5Y | +82.7% | +15.3% | +67.4% | +74.3% |
| All | +82.7% | +12.6% | +70.2% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling