+49.6%
JNJ vs ROP
+6.9%
+42.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.8% |
| 7D | +3.5% | +0.7% | +2.7% | +3.4% |
| 30D | +12.5% | +28.8% | -16.2% | +11.1% |
| 3M | +9.6% | +21.1% | -11.5% | +8.5% |
| 6M | +25.3% | +52.5% | -27.2% | +25.5% |
| YTD | +40.3% | +8.9% | +31.4% | +40.2% |
| 1Y | +49.6% | +8.2% | +41.4% | +50.0% |
| All | +49.6% | +6.9% | +42.8% | +50.0% |
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