+165.9%
JNJ vs REPL
-9.7%
+175.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -3.0% | -9.6% | +6.6% | -2.8% |
| 30D | +2.5% | +5.7% | -3.2% | +2.4% |
| 3M | +13.2% | +56.4% | -43.1% | +11.7% |
| 6M | +11.3% | +67.4% | -56.2% | +7.8% |
| YTD | +31.1% | +48.7% | -17.5% | +27.2% |
| 1Y | +54.3% | +148.3% | -94.0% | +46.6% |
| 3Y | +81.1% | -26.7% | +107.8% | +69.4% |
| 5Y | +82.7% | -54.1% | +136.9% | +72.0% |
| All | +165.9% | -9.7% | +175.6% | +125.9% |
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