+9,018.2%
JNJ vs RVTY
+2,885.1%
+6,133.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.0% |
| 7D | +3.5% | -0.5% | +3.9% | +3.5% |
| 30D | +12.5% | +1.5% | +11.0% | +12.2% |
| 3M | +9.6% | +31.5% | -21.9% | +5.2% |
| 6M | +25.3% | +62.7% | -37.3% | +16.6% |
| YTD | +40.3% | +60.0% | -19.7% | +30.1% |
| 1Y | +49.6% | +65.7% | -16.1% | +38.0% |
| 3Y | +110.8% | +85.2% | +25.6% | +88.6% |
| 5Y | +99.1% | -14.9% | +114.0% | +95.9% |
| 10Y | +216.6% | +211.9% | +4.7% | +157.0% |
| All | +9,018.2% | +2,885.1% | +6,133.0% | +3,938.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling