+51.2%
JNJ vs RMBS
-18.2%
+69.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.0% | +9.8% | +3.4% |
| 7D | +1.9% | -8.9% | +10.9% | +1.4% |
| 30D | +9.2% | -24.8% | +34.1% | +7.5% |
| 3M | +8.9% | -17.6% | +26.5% | +8.0% |
| 6M | +24.6% | -25.7% | +50.2% | +22.6% |
| YTD | +35.7% | -9.8% | +45.5% | +34.7% |
| 1Y | +51.2% | -17.4% | +68.6% | +50.0% |
| All | +51.2% | -18.2% | +69.4% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling