+99.6%
JNJ vs REPL
-33.0%
+132.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.8% | +2.1% |
| 7D | +4.3% | +14.2% | -9.9% | +4.2% |
| 30D | +7.9% | +65.9% | -58.0% | +7.5% |
| 3M | +9.4% | +84.6% | -75.2% | +8.8% |
| 6M | +28.8% | +446.9% | -418.1% | +26.5% |
| YTD | +38.5% | +129.0% | -90.5% | +36.2% |
| 1Y | +54.6% | +167.9% | -113.3% | +51.7% |
| 3Y | +108.4% | +93.9% | +14.5% | +97.5% |
| 5Y | +99.6% | -33.0% | +132.6% | +85.1% |
| All | +99.6% | -33.0% | +132.6% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling