+85.7%
JNJ vs ONON
-24.2%
+109.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -3.0% | -3.5% | +0.5% | -3.0% |
| 30D | +2.5% | -30.8% | +33.3% | +2.3% |
| 3M | +13.2% | -29.8% | +43.1% | +13.1% |
| 6M | +11.3% | -34.8% | +46.1% | +11.0% |
| YTD | +31.1% | -42.3% | +73.4% | +30.7% |
| 1Y | +54.3% | -39.5% | +93.9% | +53.9% |
| 3Y | +81.1% | -9.3% | +90.4% | +79.2% |
| All | +85.7% | -24.2% | +109.8% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling