+52.1%
JNJ vs ON
+57.2%
-5.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.5% | -8.8% | +0.3% |
| 7D | -3.5% | +2.4% | -5.9% | -3.3% |
| 30D | +2.3% | -8.6% | +10.9% | +1.7% |
| 3M | +12.0% | -34.3% | +46.3% | +9.6% |
| 6M | +10.5% | +28.5% | -18.1% | +8.1% |
| YTD | +30.4% | +40.6% | -10.2% | +27.9% |
| 1Y | +52.1% | +55.3% | -3.2% | +50.3% |
| All | +52.1% | +57.2% | -5.0% | +50.3% |
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