+51.2%
JNJ vs OMC
+24.5%
+26.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +3.4% |
| 7D | +1.9% | +12.5% | -10.6% | +1.0% |
| 30D | +9.2% | +16.3% | -7.0% | +7.9% |
| 3M | +8.9% | +8.1% | +0.9% | +8.2% |
| 6M | +24.6% | +17.2% | +7.4% | +22.9% |
| YTD | +35.7% | +11.8% | +23.9% | +35.1% |
| 1Y | +51.2% | +23.9% | +27.3% | +48.4% |
| All | +51.2% | +24.5% | +26.7% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling