+82.5%
JNJ vs REPL
-24.7%
+107.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.2% |
| 7D | -0.8% | -5.7% | +5.0% | -0.7% |
| 30D | +4.3% | +22.5% | -18.1% | +4.2% |
| 3M | +16.5% | +64.7% | -48.2% | +16.1% |
| 6M | +13.1% | +83.0% | -69.9% | +12.1% |
| YTD | +32.1% | +52.0% | -19.8% | +31.0% |
| 1Y | +54.5% | +144.5% | -90.1% | +52.3% |
| 3Y | +82.5% | -25.1% | +107.6% | +75.0% |
| All | +82.5% | -24.7% | +107.2% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling