+57.4%
JNJ vs RJF
+7.8%
+49.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -1.1% |
| 7D | +2.7% | -0.6% | +3.3% | +2.7% |
| 30D | +7.4% | -1.3% | +8.6% | +7.4% |
| 3M | +21.2% | +18.9% | +2.3% | +21.1% |
| 6M | +13.4% | +15.0% | -1.6% | +13.2% |
| YTD | +35.1% | +12.2% | +22.9% | +35.0% |
| 1Y | +57.4% | +5.6% | +51.8% | +57.1% |
| All | +57.4% | +7.8% | +49.6% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling