+83.4%
JNJ vs RKT
-11.7%
+95.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.2% |
| 7D | -4.3% | -7.2% | +2.9% | -4.1% |
| 30D | +3.0% | -7.9% | +10.9% | +3.3% |
| 3M | +12.2% | +5.2% | +7.0% | +11.8% |
| 6M | +10.5% | -14.9% | +25.4% | +10.8% |
| YTD | +30.8% | -31.9% | +62.6% | +31.9% |
| 1Y | +54.9% | -36.9% | +91.8% | +56.6% |
| 3Y | +80.7% | +35.7% | +44.9% | +73.4% |
| 5Y | +83.4% | -9.7% | +93.1% | +75.1% |
| All | +83.4% | -11.7% | +95.2% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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