+138.4%
JNJ vs SE
+553.8%
-415.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.3% |
| 7D | -3.5% | -5.2% | +1.7% | -3.4% |
| 30D | +2.3% | -17.1% | +19.4% | +2.8% |
| 3M | +12.0% | +24.0% | -12.0% | +11.1% |
| 6M | +10.5% | +21.0% | -10.5% | +9.6% |
| YTD | +30.4% | -16.7% | +47.1% | +30.7% |
| 1Y | +52.1% | -45.9% | +98.1% | +54.6% |
| 3Y | +77.8% | +177.8% | -100.0% | +67.2% |
| 5Y | +82.9% | -67.4% | +150.3% | +89.0% |
| All | +138.4% | +553.8% | -415.4% | +83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling