+1,636.2%
JNJ vs RL
+1,366.2%
+270.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -1.4% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | +7.4% | -7.8% | +15.1% | +8.3% |
| 3M | +21.2% | -4.0% | +25.2% | +21.5% |
| 6M | +13.4% | -1.9% | +15.3% | +13.1% |
| YTD | +35.1% | -0.2% | +35.3% | +34.3% |
| 1Y | +57.4% | +10.7% | +46.8% | +54.4% |
| 3Y | +86.8% | +210.8% | -124.0% | +58.4% |
| 5Y | +80.8% | +238.2% | -157.4% | +48.5% |
| 10Y | +202.7% | +313.4% | -110.6% | +130.8% |
| All | +1,636.2% | +1,366.2% | +270.0% | +956.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling