+57.4%
JNJ vs SE
-38.5%
+95.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.2% |
| 7D | +2.7% | -6.1% | +8.8% | +2.4% |
| 30D | +7.4% | -2.5% | +9.8% | +7.4% |
| 3M | +21.2% | +21.7% | -0.5% | +22.4% |
| 6M | +13.4% | +27.0% | -13.6% | +14.5% |
| YTD | +35.1% | -12.1% | +47.3% | +33.0% |
| 1Y | +57.4% | -40.9% | +98.4% | +50.8% |
| All | +57.4% | -38.5% | +95.9% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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