+8,399.1%
JNJ vs SCHW
+52,067.9%
-43,668.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -4.3% | -2.8% | -1.6% | -4.0% |
| 30D | +3.0% | -0.1% | +3.1% | +3.0% |
| 3M | +12.2% | +20.6% | -8.3% | +9.6% |
| 6M | +10.5% | +15.9% | -5.5% | +8.3% |
| YTD | +30.8% | +8.5% | +22.3% | +29.1% |
| 1Y | +54.9% | +17.8% | +37.1% | +51.2% |
| 3Y | +80.7% | +88.5% | -7.9% | +64.6% |
| 5Y | +83.4% | +60.6% | +22.8% | +67.4% |
| 10Y | +195.7% | +298.0% | -102.4% | +134.0% |
| All | +8,399.1% | +52,067.9% | -43,668.8% | +2,468.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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