+52.1%
JNJ vs OMC
+7.0%
+45.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.5% | -4.4% | +0.9% | -3.1% |
| 30D | +2.3% | -7.6% | +9.9% | +3.0% |
| 3M | +12.0% | +4.5% | +7.5% | +11.5% |
| 6M | +10.5% | -0.3% | +10.7% | +10.1% |
| YTD | +30.4% | -0.1% | +30.5% | +30.9% |
| 1Y | +52.1% | +4.6% | +47.5% | +51.6% |
| All | +52.1% | +7.0% | +45.1% | +51.6% |
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