+163.7%
JNJ vs ROKU
+867.7%
-704.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | -3.0% | -3.0% | +0.1% | -2.9% |
| 30D | +2.5% | +0.7% | +1.8% | +2.5% |
| 3M | +13.2% | +26.5% | -13.2% | +12.9% |
| 6M | +11.3% | +52.6% | -41.4% | +10.6% |
| YTD | +31.1% | +40.9% | -9.8% | +30.4% |
| 1Y | +54.3% | +57.6% | -3.3% | +53.2% |
| 3Y | +81.1% | +83.2% | -2.0% | +78.1% |
| 5Y | +82.7% | -54.8% | +137.5% | +83.1% |
| All | +163.7% | +867.7% | -704.0% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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