+4,894.9%
JNJ vs ROP
+30,029.2%
-25,134.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.5% | -2.9% | +4.4% | +1.9% |
| 30D | +6.3% | +30.1% | -23.7% | +2.4% |
| 3M | +8.5% | +19.9% | -11.4% | +5.6% |
| 6M | +28.0% | +46.0% | -18.0% | +21.0% |
| YTD | +37.7% | +8.4% | +29.3% | +35.3% |
| 1Y | +47.9% | +8.8% | +39.1% | +45.2% |
| 3Y | +107.4% | -5.6% | +113.0% | +106.9% |
| 5Y | +97.7% | +3.0% | +94.7% | +94.0% |
| 10Y | +210.7% | +184.0% | +26.6% | +167.0% |
| All | +4,894.9% | +30,029.2% | -25,134.3% | +2,902.2% |
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 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