+4,381.4%
JNJ vs O
+5,387.7%
-1,006.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | +7.4% | -1.9% | +9.3% | +7.8% |
| 3M | +21.2% | +3.8% | +17.4% | +20.4% |
| 6M | +13.4% | -4.7% | +18.2% | +14.5% |
| YTD | +35.1% | +12.5% | +22.7% | +32.0% |
| 1Y | +57.4% | +10.8% | +46.6% | +54.1% |
| 3Y | +86.8% | +28.8% | +58.0% | +77.1% |
| 5Y | +80.8% | +13.2% | +67.6% | +74.8% |
| 10Y | +202.7% | +53.5% | +149.3% | +167.1% |
| All | +4,381.4% | +5,387.7% | -1,006.4% | +1,842.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling