+5,410.6%
JNJ vs RIG
-40.2%
+5,450.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -1.0% |
| 7D | +2.7% | +0.9% | +1.8% | +2.6% |
| 30D | +7.4% | +13.8% | -6.4% | +6.6% |
| 3M | +21.2% | -6.4% | +27.6% | +21.5% |
| 6M | +13.4% | -8.2% | +21.6% | +13.5% |
| YTD | +35.1% | +41.6% | -6.5% | +32.1% |
| 1Y | +57.4% | +88.7% | -31.3% | +51.2% |
| 3Y | +86.8% | -30.9% | +117.6% | +86.4% |
| 5Y | +80.8% | +57.7% | +23.1% | +67.2% |
| 10Y | +202.7% | -39.3% | +242.0% | +166.0% |
| All | +5,410.6% | -40.2% | +5,450.8% | +4,577.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling