+78.8%
JNJ vs SE
+178.2%
-99.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.9% |
| 7D | -3.0% | -3.6% | +0.7% | -3.1% |
| 30D | +2.5% | -5.3% | +7.8% | +2.4% |
| 3M | +13.2% | +28.1% | -14.8% | +14.3% |
| 6M | +11.3% | +20.7% | -9.4% | +12.1% |
| YTD | +31.1% | -14.8% | +45.9% | +30.6% |
| 1Y | +54.3% | -43.6% | +97.9% | +52.0% |
| All | +78.8% | +178.2% | -99.4% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling