+82.5%
JNJ vs SAN
+356.8%
-274.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.2% |
| 7D | -0.8% | +3.3% | -4.1% | -1.0% |
| 30D | +4.3% | +1.1% | +3.2% | +4.2% |
| 3M | +16.5% | +22.2% | -5.7% | +14.7% |
| 6M | +13.1% | +36.0% | -22.9% | +10.3% |
| YTD | +32.1% | +28.2% | +3.9% | +29.0% |
| 1Y | +54.5% | +54.1% | +0.4% | +48.1% |
| 3Y | +82.5% | +354.2% | -271.7% | +52.9% |
| All | +82.5% | +356.8% | -274.3% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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