+5,702.7%
JNJ vs RCL
+4,549.4%
+1,153.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.7% | -5.1% | +7.8% | +3.2% |
| 30D | +7.4% | -19.0% | +26.4% | +9.4% |
| 3M | +21.2% | -9.6% | +30.8% | +22.0% |
| 6M | +13.4% | -6.7% | +20.1% | +13.6% |
| YTD | +35.1% | -3.9% | +39.1% | +34.5% |
| 1Y | +57.4% | -25.1% | +82.5% | +60.0% |
| 3Y | +86.8% | +179.1% | -92.3% | +65.1% |
| 5Y | +80.8% | +243.3% | -162.5% | +52.1% |
| 10Y | +202.7% | +325.8% | -123.0% | +129.0% |
| All | +5,702.7% | +4,549.4% | +1,153.4% | +3,026.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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