+192.5%
JNJ vs ROK
+357.9%
-165.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -3.5% | -1.2% | -2.3% | -3.3% |
| 30D | +2.3% | -4.8% | +7.1% | +3.0% |
| 3M | +12.0% | -6.1% | +18.1% | +12.7% |
| 6M | +10.5% | +15.5% | -5.0% | +7.2% |
| YTD | +30.4% | +11.2% | +19.2% | +27.0% |
| 1Y | +52.1% | +23.8% | +28.3% | +45.4% |
| 3Y | +77.8% | +53.1% | +24.7% | +60.6% |
| 5Y | +82.9% | +48.3% | +34.6% | +63.1% |
| All | +192.5% | +357.9% | -165.4% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling