+2,484.7%
JNJ vs SCCO
+33,085.5%
-30,600.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.6% |
| 6M | +10.5% | +4.1% | +6.4% | +9.1% |
| YTD | +30.4% | +41.1% | -10.7% | +24.3% |
| 1Y | +52.1% | +95.6% | -43.4% | +39.8% |
| 3Y | +77.8% | +179.3% | -101.4% | +54.6% |
| 5Y | +82.9% | +308.3% | -225.4% | +49.9% |
| 10Y | +194.8% | +1,090.2% | -895.4% | +108.9% |
| All | +2,484.7% | +33,085.5% | -30,600.8% | +1,273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling