+86.5%
JNJ vs RF
+86.8%
-0.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | +2.7% | +1.3% | +1.4% | +2.6% |
| 30D | +7.4% | -3.6% | +11.0% | +7.7% |
| 3M | +21.2% | +8.1% | +13.1% | +20.4% |
| 6M | +13.4% | +11.5% | +1.9% | +12.4% |
| YTD | +35.1% | +15.6% | +19.6% | +33.3% |
| 1Y | +57.4% | +15.7% | +41.8% | +55.3% |
| All | +86.5% | +86.8% | -0.3% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling