+49.6%
JNJ vs SE
-47.8%
+97.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | +3.5% | -0.5% | +3.9% | +3.4% |
| 30D | +12.5% | -20.9% | +33.5% | +11.8% |
| 3M | +9.6% | -38.9% | +48.5% | +8.0% |
| 6M | +25.3% | -19.4% | +44.8% | +24.8% |
| YTD | +40.3% | -40.9% | +81.2% | +36.3% |
| 1Y | +49.6% | -46.2% | +95.8% | +46.0% |
| All | +49.6% | -47.8% | +97.4% | +46.0% |
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