+8,487.5%
JNJ vs ROST
+69,765.8%
-61,278.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +4.3% | -10.2% | +14.5% | +5.5% |
| 3M | +16.5% | +1.0% | +15.5% | +16.2% |
| 6M | +13.1% | +8.7% | +4.4% | +11.8% |
| YTD | +32.1% | +27.8% | +4.3% | +28.2% |
| 1Y | +54.5% | +52.7% | +1.8% | +46.9% |
| 3Y | +82.5% | +97.5% | -14.9% | +67.6% |
| 5Y | +80.0% | +111.6% | -31.6% | +61.8% |
| 10Y | +195.7% | +302.2% | -106.5% | +142.3% |
| All | +8,487.5% | +69,765.8% | -61,278.3% | +3,933.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling