+112.9%
JNJ vs RVMD
+622.3%
-509.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.5% | -3.0% | -0.5% | -3.4% |
| 30D | +2.3% | -0.7% | +3.0% | +2.3% |
| 3M | +12.0% | +36.5% | -24.6% | +10.8% |
| 6M | +10.5% | +104.6% | -94.1% | +7.6% |
| YTD | +30.4% | +155.8% | -125.4% | +25.8% |
| 1Y | +52.1% | +340.7% | -288.5% | +44.0% |
| 3Y | +77.8% | +519.9% | -442.1% | +64.9% |
| 5Y | +82.9% | +584.9% | -502.0% | +67.2% |
| All | +112.9% | +622.3% | -509.5% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling