+83.4%
JNJ vs RJF
+101.5%
-18.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -4.3% | -4.2% | -0.2% | -4.0% |
| 30D | +3.0% | -3.6% | +6.6% | +3.3% |
| 3M | +12.2% | +15.6% | -3.4% | +11.0% |
| 6M | +10.5% | +17.6% | -7.1% | +9.1% |
| YTD | +30.8% | +9.2% | +21.6% | +29.7% |
| 1Y | +54.9% | +5.5% | +49.4% | +54.0% |
| 3Y | +80.7% | +70.3% | +10.3% | +69.7% |
| 5Y | +83.4% | +106.0% | -22.6% | +68.2% |
| All | +83.4% | +101.5% | -18.1% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling