+55.4%
JNJ vs SAP
-21.3%
+76.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.8% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +2.5% | +0.3% | +2.2% | +2.5% |
| 3M | +13.2% | +16.9% | -3.6% | +12.3% |
| 6M | +11.3% | +6.3% | +4.9% | +10.5% |
| YTD | +31.1% | -12.4% | +43.5% | +29.8% |
| All | +55.4% | -21.3% | +76.6% | +55.2% |
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