+78.8%
JNJ vs RTX
+161.5%
-82.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.7% |
| 7D | -3.0% | -1.6% | -1.3% | -2.7% |
| 30D | +2.5% | -11.6% | +14.1% | +4.4% |
| 3M | +13.2% | +9.2% | +4.1% | +11.8% |
| 6M | +11.3% | -4.4% | +15.7% | +11.6% |
| YTD | +31.1% | +8.9% | +22.2% | +29.5% |
| 1Y | +54.3% | +32.1% | +22.2% | +49.2% |
| All | +78.8% | +161.5% | -82.7% | +61.8% |
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