+84.2%
JNJ vs ROK
+47.1%
+37.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -3.5% | -1.2% | -2.3% | -3.4% |
| 30D | +2.3% | -4.8% | +7.1% | +2.5% |
| 3M | +12.0% | -6.1% | +18.1% | +12.2% |
| 6M | +10.5% | +15.5% | -5.0% | +9.1% |
| YTD | +30.4% | +11.2% | +19.2% | +28.9% |
| 1Y | +52.1% | +23.8% | +28.3% | +49.2% |
| 3Y | +77.8% | +53.1% | +24.7% | +70.4% |
| All | +84.2% | +47.1% | +37.1% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling