+57.4%
JNJ vs RVMD
+430.6%
-373.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +2.7% | +1.0% | +1.7% | +2.7% |
| 30D | +7.4% | +6.4% | +0.9% | +7.2% |
| 3M | +21.2% | +34.9% | -13.7% | +20.4% |
| 6M | +13.4% | +107.6% | -94.1% | +11.6% |
| YTD | +35.1% | +163.7% | -128.5% | +30.3% |
| 1Y | +57.4% | +439.2% | -381.8% | +45.6% |
| All | +57.4% | +430.6% | -373.2% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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