+82.7%
JNJ vs RVTY
-34.2%
+116.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.5% |
| 7D | -3.0% | -5.4% | +2.5% | -2.4% |
| 30D | +2.5% | +6.7% | -4.2% | +1.8% |
| 3M | +13.2% | +19.0% | -5.8% | +11.1% |
| 6M | +11.3% | +34.6% | -23.4% | +7.5% |
| YTD | +31.1% | +28.3% | +2.9% | +27.0% |
| 1Y | +54.3% | +46.0% | +8.3% | +46.8% |
| 3Y | +81.1% | +16.9% | +64.3% | +75.1% |
| 5Y | +82.7% | -32.9% | +115.6% | +88.3% |
| All | +82.7% | -34.2% | +116.9% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling