+52.1%
JNJ vs RNG
+128.1%
-75.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | -6.1% | +2.6% | -3.7% |
| 30D | +2.3% | +9.6% | -7.3% | +2.7% |
| 3M | +12.0% | +83.3% | -71.3% | +15.0% |
| 6M | +10.5% | +77.9% | -67.5% | +13.5% |
| YTD | +30.4% | +139.9% | -109.5% | +37.0% |
| 1Y | +52.1% | +121.7% | -69.5% | +57.6% |
| All | +52.1% | +128.1% | -75.9% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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