+179.2%
JNJ vs REPL
+36.1%
+143.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | 0.0% |
| 7D | +1.5% | +5.3% | -3.8% | +1.4% |
| 30D | +6.3% | +66.6% | -60.3% | +5.4% |
| 3M | +8.5% | +59.6% | -51.1% | +7.5% |
| 6M | +28.0% | +482.4% | -454.4% | +22.6% |
| YTD | +37.7% | +124.1% | -86.4% | +32.6% |
| 1Y | +47.9% | +138.6% | -90.6% | +42.3% |
| 3Y | +107.4% | +96.0% | +11.3% | +87.9% |
| 5Y | +97.7% | -35.4% | +133.1% | +85.5% |
| All | +179.2% | +36.1% | +143.1% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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