+196.5%
JNJ vs OVV
+55.1%
+141.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -3.0% | -3.8% | +0.8% | -2.8% |
| 30D | +2.5% | +1.3% | +1.2% | +2.5% |
| 3M | +13.2% | +14.3% | -1.1% | +12.6% |
| 6M | +11.3% | +21.1% | -9.8% | +10.2% |
| YTD | +31.1% | +66.0% | -34.9% | +28.1% |
| 1Y | +54.3% | +59.3% | -5.0% | +50.9% |
| 3Y | +81.1% | +47.6% | +33.6% | +76.4% |
| 5Y | +82.7% | +162.0% | -79.2% | +70.1% |
| 10Y | +196.5% | +56.5% | +140.0% | +149.4% |
| All | +196.5% | +55.1% | +141.4% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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