+95.4%
JNJ vs RACE
+66.0%
+29.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | +1.1% | +5.1% | -4.0% | +0.8% |
| 30D | +6.9% | +7.7% | -0.8% | +6.4% |
| 3M | +8.0% | +2.2% | +5.8% | +7.8% |
| 6M | +24.3% | +23.8% | +0.5% | +22.3% |
| YTD | +35.6% | +13.9% | +21.7% | +34.1% |
| 1Y | +51.1% | +3.8% | +47.3% | +50.3% |
| 3Y | +98.3% | +28.0% | +70.2% | +92.3% |
| All | +95.4% | +66.0% | +29.5% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling