+1,118.9%
JNJ vs SBAC
+2,208.1%
-1,089.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -1.1% |
| 7D | +2.7% | -0.8% | +3.5% | +2.7% |
| 30D | +7.4% | +6.9% | +0.5% | +6.9% |
| 3M | +21.2% | -8.2% | +29.4% | +21.8% |
| 6M | +13.4% | -1.6% | +15.0% | +13.3% |
| YTD | +35.1% | -0.1% | +35.2% | +34.8% |
| 1Y | +57.4% | -0.5% | +57.9% | +57.0% |
| 3Y | +86.8% | -9.1% | +95.8% | +86.9% |
| 5Y | +80.8% | -43.8% | +124.6% | +85.1% |
| 10Y | +202.7% | +80.5% | +122.2% | +193.0% |
| All | +1,118.9% | +2,208.1% | -1,089.2% | +943.9% |
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