+51.2%
JNJ vs S
+36.5%
+14.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.9% |
| 7D | +1.9% | -8.2% | +10.2% | +1.7% |
| 30D | +9.2% | -7.6% | +16.9% | +9.1% |
| 3M | +8.9% | +12.0% | -3.0% | +9.7% |
| 6M | +24.6% | +50.6% | -26.0% | +26.9% |
| YTD | +35.7% | +56.6% | -20.9% | +39.5% |
| 1Y | +51.2% | +39.2% | +12.0% | +55.8% |
| All | +51.2% | +36.5% | +14.7% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling