+195.7%
JNJ vs RF
+334.9%
-139.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -2.1% |
| 7D | -0.8% | +2.7% | -3.4% | -1.1% |
| 30D | +4.3% | -3.4% | +7.7% | +4.8% |
| 3M | +16.5% | +6.4% | +10.1% | +15.5% |
| 6M | +13.1% | +13.4% | -0.3% | +11.1% |
| YTD | +32.1% | +14.2% | +17.9% | +29.4% |
| 1Y | +54.5% | +15.7% | +38.8% | +50.8% |
| 3Y | +82.5% | +91.3% | -8.8% | +63.8% |
| 5Y | +80.0% | +89.8% | -9.7% | +58.7% |
| 10Y | +195.7% | +336.7% | -141.0% | +120.3% |
| All | +195.7% | +334.9% | -139.3% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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