+80.0%
JNJ vs RL
+241.4%
-161.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.2% |
| 7D | -0.8% | +1.9% | -2.6% | -0.8% |
| 30D | +4.3% | -12.2% | +16.5% | +4.4% |
| 3M | +16.5% | -6.6% | +23.1% | +16.5% |
| 6M | +13.1% | +3.2% | +10.0% | +13.1% |
| YTD | +32.1% | -1.3% | +33.4% | +32.0% |
| 1Y | +54.5% | +13.6% | +40.9% | +54.4% |
| 3Y | +82.5% | +210.9% | -128.3% | +78.3% |
| 5Y | +80.0% | +246.9% | -166.8% | +74.0% |
| All | +80.0% | +241.4% | -161.4% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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