+2,966.3%
JNJ vs RY
+11,191.3%
-8,225.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.5% |
| 7D | +5.5% | -0.6% | +6.1% | +5.7% |
| 30D | +7.4% | +6.1% | +1.3% | +5.7% |
| 3M | +7.8% | -3.4% | +11.1% | +8.7% |
| 6M | +28.2% | +12.8% | +15.4% | +23.8% |
| YTD | +37.9% | +21.0% | +16.8% | +30.4% |
| 1Y | +52.4% | +40.5% | +11.9% | +38.4% |
| 3Y | +107.7% | +159.9% | -52.2% | +58.4% |
| 5Y | +96.5% | +125.0% | -28.4% | +54.5% |
| 10Y | +208.3% | +350.6% | -142.3% | +98.0% |
| All | +2,966.3% | +11,191.3% | -8,225.0% | +691.2% |
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