+184.5%
JNJ vs REPL
+36.8%
+147.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +3.5% | +1.2% | +2.2% | +3.4% |
| 30D | +12.5% | +92.2% | -79.6% | +11.3% |
| 3M | +9.6% | +44.1% | -34.5% | +8.8% |
| 6M | +25.3% | +313.0% | -287.7% | +21.0% |
| YTD | +40.3% | +125.2% | -84.9% | +35.1% |
| 1Y | +49.6% | +143.8% | -94.1% | +43.8% |
| 3Y | +110.8% | +104.2% | +6.6% | +90.7% |
| 5Y | +99.1% | -34.5% | +133.7% | +86.7% |
| All | +184.5% | +36.8% | +147.7% | +139.9% |
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