+196.5%
JNJ vs RCAT
-98.5%
+295.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.7% |
| 7D | -3.0% | -2.3% | -0.7% | -3.0% |
| 30D | +2.5% | -18.7% | +21.2% | +2.5% |
| 3M | +13.2% | -29.3% | +42.5% | +13.3% |
| 6M | +11.3% | -42.3% | +53.6% | +11.3% |
| YTD | +31.1% | +2.5% | +28.6% | +31.0% |
| 1Y | +54.3% | -5.7% | +60.0% | +54.1% |
| 3Y | +81.1% | +764.9% | -683.7% | +79.5% |
| 5Y | +82.7% | +182.3% | -99.6% | +81.2% |
| 10Y | +196.5% | -98.5% | +295.0% | +184.2% |
| All | +196.5% | -98.5% | +295.0% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling