+57.4%
JNJ vs RCAT
-2.3%
+59.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -1.2% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | +7.4% | -3.3% | +10.7% | +7.3% |
| 3M | +21.2% | -43.2% | +64.4% | +20.5% |
| 6M | +13.4% | -43.2% | +56.6% | +12.9% |
| YTD | +35.1% | +5.5% | +29.6% | +35.1% |
| 1Y | +57.4% | -1.6% | +59.1% | +55.1% |
| All | +57.4% | -2.3% | +59.8% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling