+192.5%
JNJ vs ON
+655.4%
-462.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.5% | -8.8% | -0.6% |
| 7D | -3.5% | +2.4% | -5.9% | -3.6% |
| 30D | +2.3% | -8.6% | +10.9% | +2.6% |
| 3M | +12.0% | -34.3% | +46.3% | +13.2% |
| 6M | +10.5% | +28.5% | -18.1% | +7.8% |
| YTD | +30.4% | +40.6% | -10.2% | +26.5% |
| 1Y | +52.1% | +55.3% | -3.2% | +46.7% |
| 3Y | +77.8% | -22.2% | +100.0% | +75.7% |
| 5Y | +82.9% | +62.4% | +20.5% | +66.0% |
| All | +192.5% | +655.4% | -462.8% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling