+149.9%
JNJ vs OTIS
+91.3%
+58.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -3.5% | -3.0% | -0.5% | -2.9% |
| 30D | +2.3% | -6.0% | +8.3% | +3.6% |
| 3M | +12.0% | -0.9% | +12.9% | +12.1% |
| 6M | +10.5% | -17.3% | +27.8% | +14.5% |
| YTD | +30.4% | -19.6% | +50.0% | +35.8% |
| 1Y | +52.1% | -21.0% | +73.2% | +58.9% |
| 3Y | +77.8% | -12.1% | +89.9% | +80.2% |
| 5Y | +82.9% | -17.1% | +100.0% | +85.8% |
| All | +149.9% | +91.3% | +58.6% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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