+264.2%
JNJ vs RUN
-29.4%
+293.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.3% |
| 7D | -0.8% | +10.2% | -10.9% | -1.0% |
| 30D | +4.3% | -9.6% | +13.9% | +4.5% |
| 3M | +16.5% | -31.5% | +48.0% | +17.3% |
| 6M | +13.1% | -18.7% | +31.8% | +13.3% |
| YTD | +32.1% | -49.9% | +82.0% | +33.4% |
| 1Y | +54.5% | -45.5% | +100.0% | +55.3% |
| 3Y | +82.5% | -34.1% | +116.6% | +77.0% |
| 5Y | +80.0% | -79.4% | +159.5% | +78.2% |
| 10Y | +195.7% | +48.9% | +146.7% | +161.6% |
| All | +264.2% | -29.4% | +293.7% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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