+78.3%
JNJ vs OTIS
-13.8%
+92.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.1% |
| 7D | -4.3% | -5.0% | +0.7% | -3.4% |
| 30D | +3.0% | -6.5% | +9.5% | +4.4% |
| 3M | +12.2% | -2.0% | +14.2% | +12.5% |
| 6M | +10.5% | -20.2% | +30.6% | +15.0% |
| YTD | +30.8% | -21.0% | +51.7% | +36.2% |
| 1Y | +54.9% | -20.9% | +75.8% | +61.2% |
| All | +78.3% | -13.8% | +92.1% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling