+4,802.6%
JNJ vs ROP
+25,523.2%
-20,720.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.4% | -0.7% |
| 7D | +2.7% | -4.4% | +7.1% | +3.3% |
| 30D | +7.4% | +3.2% | +4.1% | +6.9% |
| 3M | +21.2% | +23.1% | -1.8% | +17.6% |
| 6M | +13.4% | +13.3% | +0.1% | +11.1% |
| YTD | +35.1% | -7.9% | +43.0% | +36.0% |
| 1Y | +57.4% | -22.1% | +79.5% | +62.1% |
| 3Y | +86.8% | -16.8% | +103.6% | +89.8% |
| 5Y | +80.8% | -13.5% | +94.3% | +82.0% |
| 10Y | +202.7% | +137.7% | +65.1% | +166.9% |
| All | +4,802.6% | +25,523.2% | -20,720.6% | +2,917.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling