+110.8%
JNJ vs ONTO
+51.5%
+59.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.6% |
| 7D | +3.5% | +17.5% | -14.1% | +4.4% |
| 30D | +12.5% | -15.7% | +28.2% | +11.7% |
| 3M | +9.6% | -39.7% | +49.3% | +7.0% |
| 6M | +25.3% | -26.5% | +51.8% | +24.3% |
| YTD | +40.3% | +29.0% | +11.3% | +42.9% |
| 1Y | +49.6% | +57.0% | -7.3% | +54.0% |
| 3Y | +110.8% | +50.0% | +60.8% | +111.2% |
| All | +110.8% | +51.5% | +59.3% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling