+82.7%
JNJ vs SAP
+55.3%
+27.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.7% |
| 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% | +12.2% |
| 6M | +11.3% | +6.3% | +4.9% | +10.7% |
| YTD | +31.1% | -12.4% | +43.5% | +31.7% |
| 1Y | +54.3% | -21.6% | +76.0% | +55.9% |
| 3Y | +81.1% | +54.8% | +26.4% | +71.9% |
| 5Y | +82.7% | +56.2% | +26.6% | +68.0% |
| All | +82.7% | +55.3% | +27.5% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling