+8,682.5%
JNJ vs RVTY
+2,416.7%
+6,265.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +2.7% | +1.1% | +1.6% | +2.5% |
| 30D | +7.4% | +13.2% | -5.8% | +5.5% |
| 3M | +21.2% | +27.2% | -6.0% | +17.0% |
| 6M | +13.4% | +32.4% | -19.0% | +8.5% |
| YTD | +35.1% | +34.9% | +0.3% | +28.6% |
| 1Y | +57.4% | +52.4% | +5.1% | +46.9% |
| 3Y | +86.8% | +12.3% | +74.5% | +79.1% |
| 5Y | +80.8% | -30.8% | +111.6% | +83.4% |
| 10Y | +202.7% | +150.7% | +52.1% | +153.6% |
| All | +8,682.5% | +2,416.7% | +6,265.8% | +3,891.3% |
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 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