+118.0%
JNJ vs ROIV
+287.3%
-169.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +2.0% |
| 7D | +4.3% | +13.3% | -9.0% | +4.0% |
| 30D | +7.9% | +14.8% | -6.9% | +7.6% |
| 3M | +9.4% | +11.9% | -2.6% | +9.0% |
| 6M | +28.8% | +42.4% | -13.6% | +27.8% |
| YTD | +38.5% | +87.4% | -48.9% | +36.5% |
| 1Y | +54.6% | +97.2% | -42.6% | +52.3% |
| 3Y | +108.4% | +375.7% | -267.3% | +102.3% |
| 5Y | +99.6% | +379.0% | -279.4% | +90.9% |
| All | +118.0% | +287.3% | -169.3% | +106.2% |
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 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