+8,487.5%
JNJ vs ROL
+8,798.6%
-311.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.7% |
| 7D | -0.8% | -3.4% | +2.7% | -0.1% |
| 30D | +4.3% | -6.9% | +11.3% | +5.8% |
| 3M | +16.5% | -24.6% | +41.1% | +22.9% |
| 6M | +13.1% | -39.5% | +52.7% | +24.6% |
| YTD | +32.1% | -41.1% | +73.2% | +46.0% |
| 1Y | +54.5% | -37.9% | +92.4% | +68.7% |
| 3Y | +82.5% | +0.8% | +81.7% | +79.4% |
| 5Y | +80.0% | -4.7% | +84.7% | +76.6% |
| 10Y | +195.7% | +207.9% | -12.2% | +126.1% |
| All | +8,487.5% | +8,798.6% | -311.1% | +2,920.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling