+1,203.7%
JNJ vs ON
+199.0%
+1,004.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | +2.7% | +2.4% | +0.2% | +2.6% |
| 30D | +7.4% | -3.3% | +10.7% | +7.5% |
| 3M | +21.2% | -43.6% | +64.8% | +23.8% |
| 6M | +13.4% | +19.0% | -5.5% | +11.4% |
| YTD | +35.1% | +37.4% | -2.2% | +31.6% |
| 1Y | +57.4% | +54.8% | +2.7% | +52.2% |
| 3Y | +86.8% | -25.2% | +111.9% | +84.5% |
| 5Y | +80.8% | +62.7% | +18.1% | +68.5% |
| 10Y | +202.7% | +574.3% | -371.6% | +154.6% |
| All | +1,203.7% | +199.0% | +1,004.6% | +896.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling