+97.6%
JNJ vs ONTO
+136.3%
-38.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.0% |
| 7D | +4.1% | +34.4% | -30.3% | +5.3% |
| 30D | +14.0% | -20.4% | +34.5% | +13.2% |
| 3M | +9.2% | -37.8% | +47.1% | +7.7% |
| 6M | +27.8% | -24.6% | +52.3% | +27.1% |
| YTD | +39.2% | +32.8% | +6.4% | +40.6% |
| 1Y | +49.1% | +54.7% | -5.6% | +51.3% |
| 3Y | +109.7% | +54.7% | +55.0% | +111.1% |
| 5Y | +97.6% | +134.0% | -36.4% | +94.3% |
| All | +97.6% | +136.3% | -38.7% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling