+80.0%
JNJ vs ROIV
+316.9%
-236.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.8% | -21.0% | -2.5% |
| 7D | -0.8% | +20.2% | -20.9% | -1.1% |
| 30D | +4.3% | +14.1% | -9.8% | +4.1% |
| 3M | +16.5% | +45.6% | -29.1% | +15.6% |
| 6M | +13.1% | +44.1% | -31.0% | +12.3% |
| YTD | +32.1% | +91.2% | -59.0% | +30.3% |
| 1Y | +54.5% | +221.3% | -166.8% | +50.8% |
| 3Y | +82.5% | +229.2% | -146.7% | +77.5% |
| 5Y | +80.0% | +316.5% | -236.4% | +68.9% |
| All | +80.0% | +316.9% | -236.9% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling