+193.4%
JNJ vs SAP
+175.6%
+17.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | 0.0% |
| 7D | -4.3% | -5.1% | +0.8% | -3.6% |
| 30D | +3.0% | -1.8% | +4.8% | +3.2% |
| 3M | +12.2% | +20.9% | -8.7% | +8.8% |
| 6M | +10.5% | +7.0% | +3.5% | +8.7% |
| YTD | +30.8% | -13.7% | +44.5% | +32.7% |
| 1Y | +54.9% | -19.6% | +74.5% | +58.9% |
| 3Y | +80.7% | +52.4% | +28.2% | +59.9% |
| 5Y | +83.4% | +54.4% | +29.0% | +59.8% |
| All | +193.4% | +175.6% | +17.8% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling