+1,445.5%
JNJ vs RBA
+4,035.9%
-2,590.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | +4.1% | -0.5% | +4.7% | +4.2% |
| 30D | +14.0% | +6.8% | +7.2% | +13.2% |
| 3M | +9.2% | +9.5% | -0.2% | +8.0% |
| 6M | +27.8% | -8.2% | +36.0% | +28.5% |
| YTD | +39.2% | -7.7% | +46.9% | +39.4% |
| 1Y | +49.1% | -6.9% | +56.0% | +49.2% |
| 3Y | +109.7% | +61.6% | +48.0% | +95.8% |
| 5Y | +97.6% | +44.7% | +52.9% | +84.5% |
| 10Y | +214.1% | +205.3% | +8.8% | +163.3% |
| All | +1,445.5% | +4,035.9% | -2,590.4% | +958.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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