+51.2%
JNJ vs ROK
+25.3%
+25.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.8% |
| 7D | +1.9% | 0.0% | +1.9% | +2.0% |
| 30D | +9.2% | -2.5% | +11.7% | +9.1% |
| 3M | +8.9% | 0.0% | +8.9% | +9.0% |
| 6M | +24.6% | +11.6% | +13.0% | +23.6% |
| YTD | +35.7% | +15.2% | +20.5% | +33.5% |
| 1Y | +51.2% | +25.0% | +26.2% | +48.4% |
| All | +51.2% | +25.3% | +25.9% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling