+192.5%
JNJ vs SCCO
+1,104.1%
-911.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -3.5% | -2.7% | -0.9% | -3.3% |
| 30D | +2.3% | -0.7% | +3.0% | +2.2% |
| 3M | +12.0% | +8.1% | +3.9% | +10.8% |
| 6M | +10.5% | +4.1% | +6.4% | +9.2% |
| YTD | +30.4% | +41.1% | -10.7% | +24.5% |
| 1Y | +52.1% | +95.6% | -43.4% | +40.0% |
| 3Y | +77.8% | +179.3% | -101.4% | +53.1% |
| 5Y | +82.9% | +308.3% | -225.4% | +45.0% |
| All | +192.5% | +1,104.1% | -911.6% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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