+207.8%
JNJ vs RACE
+738.3%
-530.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +2.0% |
| 7D | +4.3% | +3.9% | +0.3% | +3.7% |
| 30D | +7.9% | +7.4% | +0.5% | +6.7% |
| 3M | +9.4% | +1.6% | +7.7% | +9.0% |
| 6M | +28.8% | +23.3% | +5.5% | +24.4% |
| YTD | +38.5% | +14.7% | +23.9% | +34.8% |
| 1Y | +54.6% | +2.5% | +52.1% | +53.0% |
| 3Y | +108.4% | +28.0% | +80.4% | +94.0% |
| 5Y | +99.6% | +69.8% | +29.8% | +73.4% |
| 10Y | +207.8% | +734.9% | -527.1% | +107.6% |
| All | +207.8% | +738.3% | -530.5% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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