+282.0%
JNJ vs RACE
+658.9%
-376.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | +1.1% | +5.1% | -4.0% | +0.4% |
| 30D | +6.9% | +7.7% | -0.8% | +5.7% |
| 3M | +8.0% | +2.2% | +5.8% | +7.6% |
| 6M | +24.3% | +23.8% | +0.5% | +20.1% |
| YTD | +35.6% | +13.9% | +21.7% | +32.2% |
| 1Y | +51.1% | +3.8% | +47.3% | +49.3% |
| 3Y | +98.3% | +28.0% | +70.2% | +85.6% |
| 5Y | +94.3% | +64.9% | +29.4% | +71.7% |
| 10Y | +214.9% | +780.4% | -565.4% | +113.1% |
| All | +282.0% | +658.9% | -376.9% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling