+84.2%
JNJ vs OTIS
-17.8%
+102.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | -3.5% | -3.0% | -0.5% | -3.0% |
| 30D | +2.3% | -6.0% | +8.3% | +3.5% |
| 3M | +12.0% | -0.9% | +12.9% | +12.0% |
| 6M | +10.5% | -17.3% | +27.8% | +14.1% |
| YTD | +30.4% | -19.6% | +50.0% | +35.2% |
| 1Y | +52.1% | -21.0% | +73.2% | +58.2% |
| 3Y | +77.8% | -12.1% | +89.9% | +80.4% |
| All | +84.2% | -17.8% | +102.0% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling