+193.4%
JNJ vs SBAC
+83.0%
+110.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | +0.4% |
| 7D | -4.3% | -5.3% | +0.9% | -3.1% |
| 30D | +3.0% | +0.4% | +2.6% | +2.9% |
| 3M | +12.2% | -11.9% | +24.1% | +15.5% |
| 6M | +10.5% | -4.5% | +14.9% | +10.6% |
| YTD | +30.8% | -4.3% | +35.1% | +30.6% |
| 1Y | +54.9% | -3.9% | +58.8% | +54.4% |
| 3Y | +80.7% | -11.0% | +91.7% | +81.1% |
| 5Y | +83.4% | -44.1% | +127.5% | +105.9% |
| All | +193.4% | +83.0% | +110.3% | +157.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling