+57.4%
JNJ vs SBAC
-3.2%
+60.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -1.0% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | +7.4% | +6.9% | +0.5% | +6.7% |
| 3M | +21.2% | -8.2% | +29.4% | +22.1% |
| 6M | +13.4% | -1.6% | +15.0% | +15.0% |
| YTD | +35.1% | -0.1% | +35.2% | +36.8% |
| 1Y | +57.4% | -0.5% | +57.9% | +59.7% |
| All | +57.4% | -3.2% | +60.6% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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