+100.9%
JNJ vs ROST
+109.2%
-8.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +12.5% | +0.5% | +12.1% | +12.5% |
| 3M | +9.6% | -5.2% | +14.8% | +9.9% |
| 6M | +25.3% | +9.8% | +15.5% | +24.4% |
| YTD | +40.3% | +29.4% | +10.9% | +37.6% |
| 1Y | +49.6% | +44.4% | +5.3% | +45.6% |
| 3Y | +110.8% | +95.0% | +15.8% | +100.1% |
| All | +100.9% | +109.2% | -8.3% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling