+80.0%
JNJ vs RCAT
+192.8%
-112.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.2% |
| 7D | -0.8% | +5.4% | -6.2% | -0.7% |
| 30D | +4.3% | -5.6% | +9.9% | +4.3% |
| 3M | +16.5% | -30.2% | +46.7% | +16.5% |
| 6M | +13.1% | -43.4% | +56.5% | +13.1% |
| YTD | +32.1% | +9.6% | +22.5% | +31.9% |
| 1Y | +54.5% | -2.0% | +56.5% | +54.2% |
| 3Y | +82.5% | +825.0% | -742.5% | +77.2% |
| 5Y | +80.0% | +199.8% | -119.8% | +74.8% |
| All | +80.0% | +192.8% | -112.7% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling