+151.3%
JNJ vs OTIS
+91.8%
+59.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -3.0% | -2.2% | -0.8% | -2.5% |
| 30D | +2.5% | -4.3% | +6.8% | +3.4% |
| 3M | +13.2% | -2.2% | +15.4% | +13.6% |
| 6M | +11.3% | -19.9% | +31.2% | +16.1% |
| YTD | +31.1% | -19.3% | +50.5% | +36.5% |
| 1Y | +54.3% | -19.6% | +73.9% | +60.6% |
| 3Y | +81.1% | -11.5% | +92.7% | +83.4% |
| 5Y | +82.7% | -16.8% | +99.5% | +85.5% |
| All | +151.3% | +91.8% | +59.5% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling