+3,267.3%
JNJ vs SAP
+2,439.3%
+828.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +4.1% | -3.9% | +8.0% | +4.6% |
| 30D | +14.0% | +6.5% | +7.5% | +13.1% |
| 3M | +9.2% | +14.7% | -5.4% | +7.3% |
| 6M | +27.8% | +39.9% | -12.2% | +22.1% |
| YTD | +39.2% | -2.0% | +41.2% | +38.3% |
| 1Y | +49.1% | -6.0% | +55.1% | +48.9% |
| 3Y | +109.7% | +67.7% | +42.0% | +92.4% |
| 5Y | +97.6% | +78.8% | +18.8% | +78.0% |
| 10Y | +214.1% | +229.3% | -15.2% | +158.5% |
| All | +3,267.3% | +2,439.3% | +828.0% | +1,850.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling