+98.3%
JNJ vs RF
+104.8%
-6.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +6.9% | +6.0% | +0.8% | +6.4% |
| 3M | +8.0% | -8.9% | +16.9% | +8.8% |
| 6M | +24.3% | +2.3% | +21.9% | +24.0% |
| YTD | +35.6% | +7.6% | +28.1% | +34.4% |
| 1Y | +51.1% | +21.2% | +29.9% | +48.2% |
| 3Y | +98.3% | +108.5% | -10.2% | +80.0% |
| All | +98.3% | +104.8% | -6.5% | +80.0% |
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 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