+109.1%
JNJ vs SAP
+69.1%
+40.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +4.1% | -3.9% | +8.0% | +4.2% |
| 30D | +14.0% | +6.5% | +7.5% | +14.0% |
| 3M | +9.2% | +14.7% | -5.4% | +9.1% |
| 6M | +27.8% | +39.9% | -12.2% | +27.4% |
| YTD | +39.2% | -2.0% | +41.2% | +38.7% |
| 1Y | +49.1% | -6.0% | +55.1% | +48.7% |
| All | +109.1% | +69.1% | +40.1% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling