+115.7%
JNJ vs RVMD
+634.9%
-519.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -0.8% | -1.2% | +0.5% | -0.7% |
| 30D | +4.3% | +1.1% | +3.3% | +4.3% |
| 3M | +16.5% | +39.6% | -23.1% | +15.2% |
| 6M | +13.1% | +110.7% | -97.5% | +10.1% |
| YTD | +32.1% | +160.3% | -128.2% | +27.4% |
| 1Y | +54.5% | +404.9% | -350.4% | +45.5% |
| 3Y | +82.5% | +545.5% | -462.9% | +69.1% |
| 5Y | +80.0% | +584.7% | -504.7% | +64.5% |
| All | +115.7% | +634.9% | -519.2% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling