+110.8%
JNJ vs RTX
+156.3%
-45.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.5% | +4.8% | -1.3% | +2.6% |
| 30D | +12.5% | +6.5% | +6.0% | +11.3% |
| 3M | +9.6% | -9.6% | +19.2% | +11.2% |
| 6M | +25.3% | +12.3% | +13.0% | +22.9% |
| YTD | +40.3% | +9.5% | +30.8% | +38.1% |
| 1Y | +49.6% | +15.8% | +33.8% | +46.4% |
| 3Y | +110.8% | +157.0% | -46.2% | +84.8% |
| All | +110.8% | +156.3% | -45.5% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling