+54.9%
JNJ vs ROP
-24.5%
+79.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -4.3% | -8.0% | +3.7% | -4.2% |
| 30D | +3.0% | -2.7% | +5.8% | +3.1% |
| 3M | +12.2% | +16.6% | -4.4% | +12.8% |
| 6M | +10.5% | +10.4% | +0.1% | +10.8% |
| YTD | +30.8% | -12.1% | +42.9% | +31.2% |
| 1Y | +54.9% | -23.6% | +78.6% | +56.3% |
| All | +54.9% | -24.5% | +79.5% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling