+77.8%
JNJ vs TROW
+11.3%
+66.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -3.5% | -3.2% | -0.3% | -3.3% |
| 30D | +2.3% | -4.6% | +6.9% | +2.7% |
| 3M | +12.0% | -0.7% | +12.6% | +11.9% |
| 6M | +10.5% | +22.2% | -11.7% | +8.8% |
| YTD | +30.4% | +6.6% | +23.8% | +29.5% |
| 1Y | +52.1% | +5.8% | +46.3% | +51.1% |
| 3Y | +77.8% | +11.6% | +66.2% | +68.2% |
| All | +77.8% | +11.3% | +66.5% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 3y: compounded portfolio wealth divided by compounded TROW 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…
3y analysis · Full analysis span regression · 6 months rolling