+8,682.5%
JNJ vs SAN
+2,116.5%
+6,566.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | +2.7% | +1.8% | +0.9% | +2.4% |
| 30D | +7.4% | +2.0% | +5.4% | +7.0% |
| 3M | +21.2% | +19.7% | +1.5% | +17.5% |
| 6M | +13.4% | +30.6% | -17.2% | +8.2% |
| YTD | +35.1% | +28.8% | +6.3% | +28.7% |
| 1Y | +57.4% | +57.8% | -0.3% | +45.0% |
| 3Y | +86.8% | +338.1% | -251.4% | +44.0% |
| 5Y | +80.8% | +384.2% | -303.4% | +33.9% |
| 10Y | +202.7% | +353.1% | -150.4% | +116.2% |
| All | +8,682.5% | +2,116.5% | +6,566.0% | +3,840.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling