+54.9%
JNJ vs SBAC
-2.7%
+57.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | 0.0% |
| 7D | -4.3% | -5.3% | +0.9% | -3.8% |
| 30D | +3.0% | +0.4% | +2.6% | +3.0% |
| 3M | +12.2% | -11.9% | +24.1% | +13.5% |
| 6M | +10.5% | -4.5% | +14.9% | +12.4% |
| YTD | +30.8% | -4.3% | +35.1% | +33.1% |
| 1Y | +54.9% | -3.9% | +58.8% | +58.2% |
| All | +54.9% | -2.7% | +57.6% | +58.2% |
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