+1,165.5%
JNJ vs SBAC
+2,222.3%
-1,056.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | +3.5% | +0.6% | +2.8% | +3.4% |
| 30D | +12.5% | +5.5% | +7.1% | +12.2% |
| 3M | +9.6% | +3.1% | +6.5% | +9.3% |
| 6M | +25.3% | -7.0% | +32.4% | +25.7% |
| YTD | +40.3% | +0.5% | +39.8% | +39.8% |
| 1Y | +49.6% | +0.2% | +49.4% | +49.2% |
| 3Y | +110.8% | -7.4% | +118.1% | +110.7% |
| 5Y | +99.1% | -39.7% | +138.8% | +103.0% |
| 10Y | +216.6% | +112.5% | +104.0% | +204.2% |
| All | +1,165.5% | +2,222.3% | -1,056.8% | +983.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling