+8,487.5%
JNJ vs ROK
+15,675.2%
-7,187.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -0.8% | +2.8% | -3.5% | -1.2% |
| 30D | +4.3% | -2.4% | +6.7% | +4.7% |
| 3M | +16.5% | -4.7% | +21.2% | +17.0% |
| 6M | +13.1% | +16.8% | -3.6% | +9.4% |
| YTD | +32.1% | +11.4% | +20.8% | +28.4% |
| 1Y | +54.5% | +26.2% | +28.3% | +46.7% |
| 3Y | +82.5% | +51.9% | +30.7% | +64.1% |
| 5Y | +80.0% | +46.4% | +33.6% | +59.8% |
| 10Y | +195.7% | +343.5% | -147.9% | +106.5% |
| All | +8,487.5% | +15,675.2% | -7,187.7% | +2,282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling