+1,253.5%
JNJ vs ON
+185.7%
+1,067.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +0.9% |
| 7D | +3.5% | +12.2% | -8.8% | +2.9% |
| 30D | +12.5% | -3.1% | +15.7% | +12.6% |
| 3M | +9.6% | -12.9% | +22.4% | +10.0% |
| 6M | +25.3% | -38.6% | +63.9% | +27.1% |
| YTD | +40.3% | +31.2% | +9.1% | +36.7% |
| 1Y | +49.6% | +47.6% | +2.0% | +44.9% |
| 3Y | +110.8% | +6.6% | +104.2% | +104.4% |
| 5Y | +99.1% | +21.3% | +77.9% | +88.4% |
| 10Y | +216.6% | +533.3% | -316.8% | +166.5% |
| All | +1,253.5% | +185.7% | +1,067.8% | +934.9% |
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