+82.7%
JNJ vs SE
-66.7%
+149.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -3.0% | -3.6% | +0.7% | -3.0% |
| 30D | +2.5% | -5.3% | +7.8% | +2.5% |
| 3M | +13.2% | +28.1% | -14.8% | +13.3% |
| 6M | +11.3% | +20.7% | -9.4% | +11.3% |
| YTD | +31.1% | -14.8% | +45.9% | +31.1% |
| 1Y | +54.3% | -43.6% | +97.9% | +54.4% |
| 3Y | +81.1% | +184.2% | -103.1% | +77.7% |
| 5Y | +82.7% | -66.3% | +149.0% | +82.0% |
| All | +82.7% | -66.7% | +149.4% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling