+221.6%
JNJ vs RF
+223.4%
-1.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +3.5% | +1.9% | +1.5% | +3.2% |
| 30D | +12.5% | +7.3% | +5.2% | +11.5% |
| 3M | +9.6% | -7.9% | +17.5% | +10.8% |
| 6M | +25.3% | +10.5% | +14.8% | +23.5% |
| YTD | +40.3% | +9.6% | +30.7% | +38.1% |
| 1Y | +49.6% | +20.3% | +29.3% | +45.4% |
| 3Y | +110.8% | +119.5% | -8.7% | +85.5% |
| 5Y | +99.1% | +48.2% | +50.9% | +82.7% |
| All | +221.6% | +223.4% | -1.7% | +162.0% |
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