+112.7%
JNJ vs ROIV
+232.7%
-120.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.2% |
| 7D | +2.7% | +0.6% | +2.0% | +2.7% |
| 30D | +7.4% | +1.0% | +6.4% | +7.3% |
| 3M | +21.2% | +18.3% | +2.9% | +20.8% |
| 6M | +13.4% | +18.3% | -4.9% | +12.9% |
| YTD | +35.1% | +61.0% | -25.8% | +33.7% |
| 1Y | +57.4% | +177.9% | -120.4% | +54.2% |
| 3Y | +86.8% | +199.1% | -112.3% | +82.2% |
| 5Y | +80.8% | +250.7% | -169.9% | +73.3% |
| All | +112.7% | +232.7% | -120.0% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling