+78.3%
JNJ vs ROK
+48.6%
+29.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | -4.3% | -1.6% | -2.7% | -4.3% |
| 30D | +3.0% | -5.4% | +8.5% | +3.1% |
| 3M | +12.2% | -4.0% | +16.2% | +12.1% |
| 6M | +10.5% | +13.3% | -2.9% | +9.5% |
| YTD | +30.8% | +9.3% | +21.4% | +29.7% |
| 1Y | +54.9% | +25.8% | +29.1% | +52.6% |
| All | +78.3% | +48.6% | +29.7% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling