+174.0%
JNJ vs REPL
-6.0%
+180.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | +2.7% | -3.0% | +5.7% | +2.7% |
| 30D | +7.4% | +27.1% | -19.8% | +6.9% |
| 3M | +21.2% | +52.4% | -31.2% | +19.6% |
| 6M | +13.4% | +107.4% | -94.0% | +9.4% |
| YTD | +35.1% | +54.7% | -19.6% | +31.0% |
| 1Y | +57.4% | +158.9% | -101.4% | +49.4% |
| 3Y | +86.8% | -23.7% | +110.5% | +74.6% |
| 5Y | +80.8% | -54.3% | +135.1% | +70.4% |
| All | +174.0% | -6.0% | +180.0% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling