+109.7%
JNJ vs ONDS
+28.1%
+81.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.8% | +8.2% | -9.0% | -0.7% |
| 30D | +4.3% | -16.4% | +20.7% | +4.3% |
| 3M | +16.5% | -26.0% | +42.5% | +16.5% |
| 6M | +13.1% | -22.5% | +35.6% | +13.1% |
| YTD | +32.1% | -21.9% | +54.1% | +32.1% |
| 1Y | +54.5% | +25.7% | +28.7% | +54.3% |
| 3Y | +82.5% | +735.5% | -653.0% | +80.4% |
| 5Y | +80.0% | -0.1% | +80.1% | +78.5% |
| All | +109.7% | +28.1% | +81.7% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONDS.
Daily Out/Under-Performance
Portfolio return minus ONDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONDS 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 ONDS 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