+80.0%
JNJ vs OVV
+153.1%
-73.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -0.8% | -3.7% | +3.0% | -0.7% |
| 30D | +4.3% | +8.0% | -3.7% | +4.2% |
| 3M | +16.5% | +11.3% | +5.2% | +16.3% |
| 6M | +13.1% | +24.0% | -10.9% | +12.8% |
| YTD | +32.1% | +65.3% | -33.2% | +31.3% |
| 1Y | +54.5% | +60.2% | -5.7% | +53.5% |
| 3Y | +82.5% | +46.9% | +35.6% | +80.9% |
| 5Y | +80.0% | +158.7% | -78.7% | +76.3% |
| All | +80.0% | +153.1% | -73.1% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling