+82.5%
JNJ vs S
+13.8%
+68.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -2.3% |
| 7D | -0.8% | -5.8% | +5.1% | -0.9% |
| 30D | +4.3% | -9.2% | +13.5% | +4.1% |
| 3M | +16.5% | +23.4% | -6.9% | +17.1% |
| 6M | +13.1% | +36.9% | -23.8% | +14.2% |
| YTD | +32.1% | +29.5% | +2.6% | +33.3% |
| 1Y | +54.5% | +5.4% | +49.1% | +55.3% |
| 3Y | +82.5% | +14.7% | +67.8% | +81.3% |
| All | +82.5% | +13.8% | +68.8% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling