+83.4%
JNJ vs ROST
+107.5%
-24.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.3% | -2.5% | -1.9% | -4.2% |
| 30D | +3.0% | -10.3% | +13.3% | +3.7% |
| 3M | +12.2% | -2.6% | +14.8% | +12.4% |
| 6M | +10.5% | +6.5% | +3.9% | +9.8% |
| YTD | +30.8% | +25.9% | +4.8% | +28.4% |
| 1Y | +54.9% | +52.3% | +2.6% | +50.0% |
| 3Y | +80.7% | +94.6% | -13.9% | +71.3% |
| 5Y | +83.4% | +111.1% | -27.7% | +71.5% |
| All | +83.4% | +107.5% | -24.1% | +71.5% |
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