+193.4%
JNJ vs ROP
+135.7%
+57.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -4.3% | -8.0% | +3.7% | -1.9% |
| 30D | +3.0% | -2.7% | +5.8% | +3.8% |
| 3M | +12.2% | +16.6% | -4.4% | +6.8% |
| 6M | +10.5% | +10.4% | +0.1% | +6.6% |
| YTD | +30.8% | -12.1% | +42.9% | +35.0% |
| 1Y | +54.9% | -23.6% | +78.6% | +67.4% |
| 3Y | +80.7% | -19.3% | +100.0% | +88.7% |
| 5Y | +83.4% | -15.4% | +98.8% | +85.6% |
| All | +193.4% | +135.7% | +57.7% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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