+207.8%
JNJ vs RF
+277.2%
-69.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.8% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +7.9% | +7.0% | +0.9% | +7.0% |
| 3M | +9.4% | -7.0% | +16.4% | +10.4% |
| 6M | +28.8% | +6.8% | +22.1% | +27.6% |
| YTD | +38.5% | +9.9% | +28.6% | +36.3% |
| 1Y | +54.6% | +21.1% | +33.5% | +50.1% |
| 3Y | +108.4% | +119.6% | -11.2% | +83.8% |
| 5Y | +99.6% | +46.2% | +53.4% | +83.9% |
| 10Y | +207.8% | +261.5% | -53.8% | +154.8% |
| All | +207.8% | +277.2% | -69.4% | +154.8% |
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