+100.9%
JNJ vs ROK
+30.4%
+70.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +3.5% | +7.1% | -3.6% | +3.1% |
| 30D | +12.5% | -5.0% | +17.5% | +12.7% |
| 3M | +9.6% | -9.4% | +19.0% | +9.9% |
| 6M | +25.3% | -11.0% | +36.3% | +25.6% |
| YTD | +40.3% | +4.4% | +35.9% | +39.0% |
| 1Y | +49.6% | +7.4% | +42.2% | +48.0% |
| 3Y | +110.8% | +61.0% | +49.8% | +101.1% |
| All | +100.9% | +30.4% | +70.6% | +86.9% |
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