+1,437.8%
JNJ vs RBA
+4,102.2%
-2,664.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.9% |
| 7D | +4.3% | +2.5% | +1.8% | +4.0% |
| 30D | +7.9% | +11.6% | -3.7% | +6.6% |
| 3M | +9.4% | +1.5% | +7.9% | +9.0% |
| 6M | +28.8% | -6.6% | +35.5% | +29.3% |
| YTD | +38.5% | -6.3% | +44.8% | +38.5% |
| 1Y | +54.6% | -4.0% | +58.6% | +54.2% |
| 3Y | +108.4% | +47.3% | +61.1% | +96.5% |
| 5Y | +99.6% | +47.7% | +52.0% | +86.0% |
| 10Y | +207.8% | +224.7% | -17.0% | +156.3% |
| All | +1,437.8% | +4,102.2% | -2,664.4% | +951.3% |
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