+84.2%
JNJ vs RNG
-68.4%
+152.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | -6.1% | +2.6% | -3.5% |
| 30D | +2.3% | +9.6% | -7.3% | +2.3% |
| 3M | +12.0% | +83.3% | -71.3% | +11.7% |
| 6M | +10.5% | +77.9% | -67.5% | +10.2% |
| YTD | +30.4% | +139.9% | -109.5% | +29.7% |
| 1Y | +52.1% | +121.7% | -69.5% | +51.4% |
| 3Y | +77.8% | +121.9% | -44.1% | +76.2% |
| All | +84.2% | -68.4% | +152.5% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling