+52.1%
JNJ vs RVMD
+375.0%
-322.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.4% |
| 6M | +10.5% | +104.6% | -94.1% | +9.1% |
| YTD | +30.4% | +155.8% | -125.4% | +26.5% |
| 1Y | +52.1% | +340.7% | -288.5% | +45.9% |
| All | +52.1% | +375.0% | -322.9% | +45.9% |
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