+84.6%
JNJ vs ONON
-22.6%
+107.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.3% |
| 7D | -3.5% | -2.1% | -1.4% | -3.5% |
| 30D | +2.3% | -11.6% | +13.9% | +2.2% |
| 3M | +12.0% | -30.1% | +42.1% | +11.8% |
| 6M | +10.5% | -30.5% | +41.0% | +10.3% |
| YTD | +30.4% | -41.0% | +71.4% | +30.0% |
| 1Y | +52.1% | -36.7% | +88.8% | +51.7% |
| 3Y | +77.8% | -8.6% | +86.4% | +75.9% |
| All | +84.6% | -22.6% | +107.2% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling