+82.7%
JNJ vs ROL
-6.0%
+88.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -3.0% | -3.3% | +0.3% | -2.4% |
| 30D | +2.5% | -7.2% | +9.7% | +3.7% |
| 3M | +13.2% | -27.0% | +40.2% | +18.8% |
| 6M | +11.3% | -39.5% | +50.8% | +20.2% |
| YTD | +31.1% | -41.8% | +72.9% | +42.1% |
| 1Y | +54.3% | -38.9% | +93.2% | +65.7% |
| 3Y | +81.1% | -0.4% | +81.5% | +80.0% |
| 5Y | +82.7% | -4.2% | +86.9% | +80.3% |
| All | +82.7% | -6.0% | +88.7% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling