+192.5%
JNJ vs RTX
+286.0%
-93.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.5% | -1.5% | -2.0% | -3.2% |
| 30D | +2.3% | -11.0% | +13.3% | +5.0% |
| 3M | +12.0% | +7.7% | +4.3% | +10.0% |
| 6M | +10.5% | -3.9% | +14.4% | +11.2% |
| YTD | +30.4% | +9.0% | +21.4% | +27.4% |
| 1Y | +52.1% | +27.3% | +24.9% | +43.2% |
| 3Y | +77.8% | +172.9% | -95.1% | +37.6% |
| 5Y | +82.9% | +165.2% | -82.3% | +40.3% |
| All | +192.5% | +286.0% | -93.5% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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