+2,905.7%
JNJ vs RY
+11,573.6%
-8,668.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | +2.7% | +3.1% | -0.4% | +1.8% |
| 30D | +7.4% | -0.3% | +7.7% | +7.4% |
| 3M | +21.2% | +8.7% | +12.6% | +18.3% |
| 6M | +13.4% | +28.5% | -15.1% | +5.7% |
| YTD | +35.1% | +25.1% | +10.0% | +26.7% |
| 1Y | +57.4% | +46.3% | +11.1% | +41.4% |
| 3Y | +86.8% | +154.9% | -68.2% | +43.2% |
| 5Y | +80.8% | +140.3% | -59.5% | +39.6% |
| 10Y | +202.7% | +377.0% | -174.3% | +91.6% |
| All | +2,905.7% | +11,573.6% | -8,668.0% | +669.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling