+834.0%
JNJ vs RCAT
-100.0%
+934.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.8% |
| 7D | +3.5% | -5.9% | +9.4% | +3.5% |
| 30D | +12.5% | -19.7% | +32.2% | +12.5% |
| 3M | +9.6% | -62.9% | +72.4% | +9.6% |
| 6M | +25.3% | -59.6% | +84.9% | +25.3% |
| YTD | +40.3% | -52.1% | +92.4% | +40.3% |
| 1Y | +49.6% | -50.9% | +100.6% | +49.6% |
| 3Y | +110.8% | +333.8% | -223.0% | +110.6% |
| 5Y | +99.1% | +40.7% | +58.4% | +99.0% |
| 10Y | +216.6% | -99.8% | +316.3% | +217.7% |
| All | +834.0% | -100.0% | +934.0% | +884.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling