+106.4%
JNJ vs ROIV
+298.2%
-191.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -3.0% | +22.3% | -25.3% | -3.3% |
| 30D | +2.5% | +16.9% | -14.3% | +2.2% |
| 3M | +13.2% | +43.9% | -30.7% | +12.4% |
| 6M | +11.3% | +41.6% | -30.3% | +10.4% |
| YTD | +31.1% | +92.7% | -61.5% | +29.3% |
| 1Y | +54.3% | +210.2% | -155.8% | +50.8% |
| 3Y | +81.1% | +231.8% | -150.7% | +76.2% |
| 5Y | +82.7% | +319.8% | -237.1% | +74.5% |
| All | +106.4% | +298.2% | -191.8% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling