+192.5%
JNJ vs RRC
+4.9%
+187.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -3.5% | -1.8% | -1.7% | -3.4% |
| 30D | +2.3% | +2.7% | -0.3% | +2.2% |
| 3M | +12.0% | +8.8% | +3.1% | +11.6% |
| 6M | +10.5% | -1.2% | +11.6% | +10.4% |
| YTD | +30.4% | +17.6% | +12.8% | +29.4% |
| 1Y | +52.1% | +18.4% | +33.7% | +50.8% |
| 3Y | +77.8% | +33.1% | +44.7% | +74.3% |
| 5Y | +82.9% | +148.2% | -65.3% | +71.0% |
| All | +192.5% | +4.9% | +187.6% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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