+8,947.0%
JNJ vs RF
+1,434.6%
+7,512.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +4.1% | +0.4% | +3.8% | +4.1% |
| 30D | +14.0% | +5.6% | +8.5% | +13.3% |
| 3M | +9.2% | -8.9% | +18.1% | +10.4% |
| 6M | +27.8% | +7.1% | +20.7% | +26.7% |
| YTD | +39.2% | +8.3% | +30.9% | +37.6% |
| 1Y | +49.1% | +16.8% | +32.3% | +46.0% |
| 3Y | +109.7% | +115.0% | -5.3% | +89.4% |
| 5Y | +97.6% | +46.4% | +51.2% | +84.1% |
| 10Y | +214.1% | +230.2% | -16.1% | +156.1% |
| All | +8,947.0% | +1,434.6% | +7,512.4% | +4,244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling