+110.8%
JNJ vs RACE
+24.7%
+86.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | +3.5% | -1.2% | +4.7% | +3.5% |
| 30D | +12.5% | +6.1% | +6.4% | +12.2% |
| 3M | +9.6% | -0.3% | +9.9% | +9.6% |
| 6M | +25.3% | +23.4% | +1.9% | +23.9% |
| YTD | +40.3% | +12.5% | +27.8% | +39.2% |
| 1Y | +49.6% | -0.5% | +50.1% | +49.5% |
| 3Y | +110.8% | +23.6% | +87.2% | +112.8% |
| All | +110.8% | +24.7% | +86.1% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling