+221.6%
JNJ vs ROL
+221.5%
+0.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | +3.5% | +3.0% | +0.5% | +2.7% |
| 30D | +12.5% | +19.8% | -7.2% | +7.8% |
| 3M | +9.6% | +7.9% | +1.7% | +7.4% |
| 6M | +25.3% | -25.6% | +51.0% | +33.7% |
| YTD | +40.3% | -34.1% | +74.4% | +53.4% |
| 1Y | +49.6% | -31.4% | +81.0% | +62.0% |
| 3Y | +110.8% | +4.7% | +106.1% | +103.4% |
| 5Y | +99.1% | +15.6% | +83.5% | +83.7% |
| All | +221.6% | +221.5% | +0.1% | +145.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling