+82.5%
JNJ vs ROP
-18.5%
+101.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.9% |
| 7D | -0.8% | -5.4% | +4.7% | -0.2% |
| 30D | +4.3% | -1.6% | +6.0% | +4.5% |
| 3M | +16.5% | +18.8% | -2.4% | +14.6% |
| 6M | +13.1% | +8.2% | +4.9% | +12.3% |
| YTD | +32.1% | -10.5% | +42.6% | +34.9% |
| 1Y | +54.5% | -23.7% | +78.2% | +62.3% |
| 3Y | +82.5% | -17.9% | +100.4% | +81.2% |
| All | +82.5% | -18.5% | +101.0% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling