+51.2%
JNJ vs ON
+41.6%
+9.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.9% | +5.7% | +3.7% |
| 7D | +1.9% | -5.8% | +7.8% | +1.5% |
| 30D | +9.2% | -17.1% | +26.3% | +7.7% |
| 3M | +8.9% | -11.8% | +20.7% | +8.1% |
| 6M | +24.6% | -30.2% | +54.8% | +20.7% |
| YTD | +35.7% | +31.6% | +4.1% | +31.1% |
| 1Y | +51.2% | +47.6% | +3.7% | +47.6% |
| All | +51.2% | +41.6% | +9.6% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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