+80.0%
JNJ vs S
-72.3%
+152.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -2.3% |
| 7D | -0.8% | -5.8% | +5.1% | -0.8% |
| 30D | +4.3% | -9.2% | +13.5% | +4.2% |
| 3M | +16.5% | +23.4% | -6.9% | +16.8% |
| 6M | +13.1% | +36.9% | -23.8% | +13.7% |
| YTD | +32.1% | +29.5% | +2.6% | +32.7% |
| 1Y | +54.5% | +5.4% | +49.1% | +54.9% |
| 3Y | +82.5% | +14.7% | +67.8% | +83.3% |
| 5Y | +80.0% | -71.5% | +151.5% | +81.4% |
| All | +80.0% | -72.3% | +152.3% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling