+8,422.4%
JNJ vs TROW
+14,176.2%
-5,753.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.5% |
| 7D | -3.0% | -1.5% | -1.5% | -2.7% |
| 30D | +2.5% | -5.3% | +7.8% | +3.5% |
| 3M | +13.2% | +2.9% | +10.3% | +12.5% |
| 6M | +11.3% | +22.2% | -10.9% | +7.3% |
| YTD | +31.1% | +8.1% | +23.0% | +28.8% |
| 1Y | +54.3% | +5.8% | +48.5% | +51.9% |
| 3Y | +81.1% | +14.0% | +67.1% | +74.0% |
| 5Y | +82.7% | -38.3% | +121.0% | +91.3% |
| 10Y | +196.5% | +131.7% | +64.8% | +142.9% |
| All | +8,422.4% | +14,176.2% | -5,753.8% | +3,598.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling