+57.4%
JNJ vs RSG
-3.6%
+61.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.7% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +7.4% | +7.6% | -0.2% | +4.5% |
| 3M | +21.2% | +7.4% | +13.8% | +18.4% |
| 6M | +13.4% | -3.3% | +16.7% | +12.2% |
| YTD | +35.1% | +6.0% | +29.1% | +31.5% |
| 1Y | +57.4% | -3.7% | +61.1% | +58.0% |
| All | +57.4% | -3.6% | +61.0% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling