+3,168.9%
JNJ vs SAP
+2,233.8%
+935.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | +2.7% | -2.9% | +5.6% | +3.0% |
| 30D | +7.4% | +9.0% | -1.6% | +6.2% |
| 3M | +21.2% | +14.9% | +6.3% | +18.9% |
| 6M | +13.4% | +11.9% | +1.5% | +11.2% |
| YTD | +35.1% | -9.9% | +45.0% | +35.7% |
| 1Y | +57.4% | -19.5% | +77.0% | +60.1% |
| 3Y | +86.8% | +61.8% | +25.0% | +72.0% |
| 5Y | +80.8% | +56.2% | +24.6% | +65.6% |
| 10Y | +202.7% | +180.6% | +22.1% | +154.0% |
| All | +3,168.9% | +2,233.8% | +935.1% | +1,814.1% |
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