+52.1%
JNJ vs SE
-45.5%
+97.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.3% |
| 7D | -3.5% | -5.2% | +1.7% | -3.7% |
| 30D | +2.3% | -17.1% | +19.4% | +1.5% |
| 3M | +12.0% | +24.0% | -12.0% | +13.1% |
| 6M | +10.5% | +21.0% | -10.5% | +11.3% |
| YTD | +30.4% | -16.7% | +47.1% | +28.0% |
| 1Y | +52.1% | -45.9% | +98.1% | +44.0% |
| All | +52.1% | -45.5% | +97.7% | +44.0% |
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