+1,688.5%
JNJ vs RL
+1,536.1%
+152.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +4.1% | +2.4% | +1.8% | +3.8% |
| 30D | +14.0% | +4.6% | +9.5% | +13.4% |
| 3M | +9.2% | -1.1% | +10.3% | +9.2% |
| 6M | +27.8% | +16.5% | +11.2% | +25.0% |
| YTD | +39.2% | +11.4% | +27.8% | +36.5% |
| 1Y | +49.1% | +16.1% | +33.0% | +45.5% |
| 3Y | +109.7% | +252.6% | -142.9% | +75.2% |
| 5Y | +97.6% | +244.9% | -147.3% | +62.5% |
| 10Y | +214.1% | +342.4% | -128.3% | +137.7% |
| All | +1,688.5% | +1,536.1% | +152.4% | +973.9% |
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