+51.2%
JNJ vs SE
-48.0%
+99.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.5% | -0.6% | +4.0% |
| 7D | +1.9% | +6.7% | -4.7% | +2.2% |
| 30D | +9.2% | -17.2% | +26.4% | +8.5% |
| 3M | +8.9% | -28.0% | +37.0% | +7.7% |
| 6M | +24.6% | -6.1% | +30.7% | +24.5% |
| YTD | +35.7% | -37.1% | +72.8% | +31.4% |
| 1Y | +51.2% | -48.8% | +100.0% | +45.6% |
| All | +51.2% | -48.0% | +99.2% | +45.6% |
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