+57.4%
JNJ vs ONON
-37.3%
+94.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.2% |
| 7D | +2.7% | -3.0% | +5.7% | +2.7% |
| 30D | +7.4% | -26.7% | +34.1% | +7.1% |
| 3M | +21.2% | -25.3% | +46.5% | +21.0% |
| 6M | +13.4% | -35.3% | +48.7% | +12.0% |
| YTD | +35.1% | -39.8% | +74.9% | +33.0% |
| 1Y | +57.4% | -39.2% | +96.7% | +53.6% |
| All | +57.4% | -37.3% | +94.7% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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