+1,721.9%
JNJ vs RMBS
+1,363.4%
+358.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | -0.8% | +3.0% | -3.7% | -0.8% |
| 30D | +4.3% | -14.4% | +18.7% | +4.7% |
| 3M | +16.5% | -42.8% | +59.3% | +18.1% |
| 6M | +13.1% | -1.4% | +14.5% | +12.4% |
| YTD | +32.1% | -5.4% | +37.6% | +31.1% |
| 1Y | +54.5% | +18.6% | +35.9% | +51.8% |
| 3Y | +82.5% | +57.3% | +25.3% | +75.6% |
| 5Y | +80.0% | +265.7% | -185.7% | +67.0% |
| 10Y | +195.7% | +546.0% | -350.4% | +166.8% |
| All | +1,721.9% | +1,363.4% | +358.5% | +1,131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling