+51.2%
JNJ vs SAP
-5.6%
+56.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +3.7% |
| 7D | +1.9% | +1.3% | +0.6% | +1.9% |
| 30D | +9.2% | +15.5% | -6.3% | +9.2% |
| 3M | +8.9% | +22.8% | -13.9% | +8.8% |
| 6M | +24.6% | +42.5% | -17.9% | +24.0% |
| YTD | +35.7% | +0.5% | +35.1% | +34.0% |
| 1Y | +51.2% | -5.9% | +57.1% | +49.2% |
| All | +51.2% | -5.6% | +56.8% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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