+195.7%
JNJ vs RY
+371.6%
-176.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.0% |
| 7D | -0.8% | +2.7% | -3.5% | -1.6% |
| 30D | +4.3% | -1.0% | +5.3% | +4.6% |
| 3M | +16.5% | +7.6% | +8.8% | +13.5% |
| 6M | +13.1% | +29.5% | -16.3% | +3.5% |
| YTD | +32.1% | +24.2% | +8.0% | +22.4% |
| 1Y | +54.5% | +46.4% | +8.1% | +35.1% |
| 3Y | +82.5% | +159.4% | -76.9% | +29.0% |
| 5Y | +80.0% | +141.8% | -61.8% | +28.7% |
| 10Y | +195.7% | +373.9% | -178.2% | +61.8% |
| All | +195.7% | +371.6% | -176.0% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling