+221.6%
JNJ vs RIG
-46.1%
+267.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.7% |
| 7D | +3.5% | +5.7% | -2.3% | +3.3% |
| 30D | +12.5% | -0.7% | +13.3% | +12.5% |
| 3M | +9.6% | -3.1% | +12.7% | +9.6% |
| 6M | +25.3% | -16.3% | +41.7% | +25.7% |
| YTD | +40.3% | +34.1% | +6.2% | +38.7% |
| 1Y | +49.6% | +38.2% | +11.5% | +47.7% |
| 3Y | +110.8% | -15.3% | +126.1% | +109.4% |
| 5Y | +99.1% | +62.5% | +36.7% | +90.3% |
| All | +221.6% | -46.1% | +267.7% | +200.1% |
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