+51.2%
JNJ vs ROL
-34.1%
+85.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.1% | +3.4% |
| 7D | +1.9% | +14.6% | -12.6% | +0.1% |
| 30D | +9.2% | +29.3% | -20.0% | +5.7% |
| 3M | +8.9% | +2.0% | +6.9% | +8.7% |
| 6M | +24.6% | -28.5% | +53.1% | +29.8% |
| YTD | +35.7% | -35.3% | +71.0% | +39.0% |
| 1Y | +51.2% | -34.7% | +85.9% | +54.5% |
| All | +51.2% | -34.1% | +85.3% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling