+8,487.5%
JNJ vs RJF
+49,360.8%
-40,873.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -0.8% | +1.8% | -2.5% | -1.0% |
| 30D | +4.3% | 0.0% | +4.3% | +4.3% |
| 3M | +16.5% | +18.0% | -1.5% | +13.5% |
| 6M | +13.1% | +17.0% | -3.8% | +10.3% |
| YTD | +32.1% | +11.1% | +21.0% | +29.5% |
| 1Y | +54.5% | +8.0% | +46.5% | +51.9% |
| 3Y | +82.5% | +73.3% | +9.2% | +65.2% |
| 5Y | +80.0% | +107.4% | -27.4% | +56.2% |
| 10Y | +195.7% | +428.5% | -232.8% | +116.7% |
| All | +8,487.5% | +49,360.8% | -40,873.3% | +2,420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling