+192.5%
JNJ vs RIG
-41.2%
+233.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -3.5% | -3.1% | -0.4% | -3.4% |
| 30D | +2.3% | -0.5% | +2.8% | +2.3% |
| 3M | +12.0% | -6.0% | +18.0% | +12.1% |
| 6M | +10.5% | -10.1% | +20.6% | +10.6% |
| YTD | +30.4% | +37.3% | -6.9% | +28.9% |
| 1Y | +52.1% | +73.9% | -21.8% | +49.2% |
| 3Y | +77.8% | -30.2% | +108.0% | +77.8% |
| 5Y | +82.9% | +62.5% | +20.4% | +74.8% |
| All | +192.5% | -41.2% | +233.7% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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