+168.0%
JNJ vs ONTO
+476.3%
-308.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.8% |
| 7D | +3.5% | +17.5% | -14.1% | +3.3% |
| 30D | +12.5% | -15.7% | +28.2% | +12.6% |
| 3M | +9.6% | -39.7% | +49.3% | +10.0% |
| 6M | +25.3% | -26.5% | +51.8% | +25.0% |
| YTD | +40.3% | +29.0% | +11.3% | +37.5% |
| 1Y | +49.6% | +57.0% | -7.3% | +45.8% |
| 3Y | +110.8% | +50.0% | +60.8% | +98.8% |
| 5Y | +99.1% | +127.3% | -28.1% | +76.0% |
| All | +168.0% | +476.3% | -308.4% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 10y: compounded portfolio wealth divided by compounded ONTO 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…
10y analysis · Full analysis span regression · 6 months rolling