+149.8%
JNJ vs ONTO
+661.2%
-511.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.2% |
| 7D | -4.3% | +6.5% | -10.9% | -4.4% |
| 30D | +3.0% | -15.9% | +18.9% | +3.2% |
| 3M | +12.2% | -0.2% | +12.4% | +11.8% |
| 6M | +10.5% | +38.7% | -28.3% | +8.8% |
| YTD | +30.8% | +70.4% | -39.6% | +28.0% |
| 1Y | +54.9% | +153.6% | -98.7% | +49.7% |
| 3Y | +80.7% | +109.2% | -28.5% | +69.2% |
| 5Y | +83.4% | +249.7% | -166.3% | +58.0% |
| All | +149.8% | +661.2% | -511.4% | +74.7% |
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