+82.7%
JNJ vs RRC
+154.4%
-71.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -3.0% | -1.7% | -1.2% | -2.9% |
| 30D | +2.5% | +3.6% | -1.1% | +2.5% |
| 3M | +13.2% | +8.8% | +4.4% | +13.2% |
| 6M | +11.3% | +0.8% | +10.5% | +11.2% |
| YTD | +31.1% | +19.0% | +12.2% | +31.0% |
| 1Y | +54.3% | +22.9% | +31.4% | +54.1% |
| 3Y | +81.1% | +32.3% | +48.8% | +80.3% |
| 5Y | +82.7% | +151.6% | -68.8% | +84.3% |
| All | +82.7% | +154.4% | -71.6% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling