+83.9%
JNJ vs RIG
+56.9%
+27.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -3.0% | -8.2% | +5.2% | -2.9% |
| 30D | +2.5% | -0.2% | +2.7% | +2.5% |
| 3M | +13.2% | -2.7% | +16.0% | +13.2% |
| 6M | +11.3% | -7.5% | +18.7% | +11.2% |
| YTD | +31.1% | +38.3% | -7.1% | +30.9% |
| 1Y | +54.3% | +81.8% | -27.5% | +53.8% |
| 3Y | +81.1% | -30.2% | +111.3% | +81.1% |
| All | +83.9% | +56.9% | +27.1% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling