+9,018.2%
JNJ vs RRC
+1,510.8%
+7,507.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +3.5% | +6.4% | -2.9% | +3.2% |
| 30D | +12.5% | +23.9% | -11.3% | +11.5% |
| 3M | +9.6% | +30.2% | -20.6% | +8.3% |
| 6M | +25.3% | +26.3% | -0.9% | +24.0% |
| YTD | +40.3% | +48.1% | -7.8% | +37.9% |
| 1Y | +49.6% | +37.7% | +12.0% | +47.4% |
| 3Y | +110.8% | +60.3% | +50.5% | +105.4% |
| 5Y | +99.1% | +135.3% | -36.2% | +88.9% |
| 10Y | +216.6% | +73.3% | +143.2% | +188.5% |
| All | +9,018.2% | +1,510.8% | +7,507.3% | +7,656.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling