+57.4%
JNJ vs SCHG
+16.6%
+40.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.3% |
| 7D | +2.7% | -0.7% | +3.4% | +2.5% |
| 30D | +7.4% | +0.2% | +7.1% | +7.4% |
| 3M | +21.2% | +2.2% | +19.0% | +22.3% |
| 6M | +13.4% | +15.0% | -1.6% | +15.1% |
| YTD | +35.1% | +9.2% | +26.0% | +36.1% |
| 1Y | +57.4% | +15.7% | +41.7% | +60.3% |
| All | +57.4% | +16.6% | +40.8% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling