+83.7%
JNJ vs RACE
+93.6%
-9.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.0% |
| 7D | +2.7% | -2.5% | +5.2% | +2.8% |
| 30D | +7.4% | +0.8% | +6.6% | +7.3% |
| 3M | +21.2% | +17.2% | +4.1% | +19.8% |
| 6M | +13.4% | +13.6% | -0.2% | +12.2% |
| YTD | +35.1% | +12.2% | +22.9% | +33.7% |
| 1Y | +57.4% | -16.3% | +73.7% | +59.1% |
| 3Y | +86.8% | +36.4% | +50.3% | +79.8% |
| All | +83.7% | +93.6% | -9.9% | +63.2% |
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