+82.7%
JNJ vs SBAC
-44.9%
+127.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.6% |
| 7D | -3.0% | +0.2% | -3.1% | -3.0% |
| 30D | +2.5% | +3.9% | -1.3% | +1.8% |
| 3M | +13.2% | -8.2% | +21.4% | +14.8% |
| 6M | +11.3% | -2.8% | +14.1% | +11.3% |
| YTD | +31.1% | -1.5% | +32.7% | +30.7% |
| 1Y | +54.3% | 0.0% | +54.3% | +53.2% |
| 3Y | +81.1% | -8.4% | +89.5% | +81.9% |
| 5Y | +82.7% | -43.5% | +126.3% | +96.8% |
| All | +82.7% | -44.9% | +127.7% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling