+8,487.5%
JNJ vs OMC
+5,896.1%
+2,591.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | -0.8% | -5.8% | +5.0% | +0.4% |
| 30D | +4.3% | -4.8% | +9.1% | +5.3% |
| 3M | +16.5% | +9.2% | +7.3% | +14.2% |
| 6M | +13.1% | -2.5% | +15.6% | +13.2% |
| YTD | +32.1% | +2.6% | +29.6% | +30.1% |
| 1Y | +54.5% | +5.9% | +48.5% | +50.8% |
| 3Y | +82.5% | +14.2% | +68.3% | +73.4% |
| 5Y | +80.0% | +33.2% | +46.8% | +62.7% |
| 10Y | +195.7% | +33.4% | +162.2% | +158.6% |
| All | +8,487.5% | +5,896.1% | +2,591.4% | +3,594.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling