+339.8%
JNJ vs RNG
+305.9%
+33.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -3.0% | -4.1% | +1.1% | -2.8% |
| 30D | +2.5% | +8.6% | -6.1% | +2.1% |
| 3M | +13.2% | +78.0% | -64.7% | +10.4% |
| 6M | +11.3% | +67.0% | -55.8% | +8.4% |
| YTD | +31.1% | +142.4% | -111.3% | +25.0% |
| 1Y | +54.3% | +120.4% | -66.1% | +47.6% |
| 3Y | +81.1% | +122.1% | -41.0% | +71.0% |
| 5Y | +82.7% | -69.8% | +152.6% | +91.9% |
| 10Y | +196.5% | +223.4% | -26.9% | +145.9% |
| All | +339.8% | +305.9% | +33.9% | +254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling