+192.5%
JNJ vs ROST
+317.9%
-125.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.6% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | +2.3% | -6.9% | +9.2% | +3.2% |
| 3M | +12.0% | -3.3% | +15.3% | +12.3% |
| 6M | +10.5% | +9.0% | +1.4% | +8.9% |
| YTD | +30.4% | +28.9% | +1.5% | +25.5% |
| 1Y | +52.1% | +54.0% | -1.8% | +42.7% |
| 3Y | +77.8% | +100.7% | -22.9% | +59.2% |
| 5Y | +82.9% | +116.0% | -33.1% | +59.6% |
| All | +192.5% | +317.9% | -125.3% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling