+181.9%
JNJ vs SEI
+606.2%
-424.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +16.3% | -18.5% | -2.5% |
| 7D | -0.8% | +28.8% | -29.6% | -1.3% |
| 30D | +4.3% | +10.4% | -6.0% | +4.0% |
| 3M | +16.5% | -11.4% | +27.9% | +16.6% |
| 6M | +13.1% | +31.2% | -18.0% | +11.7% |
| YTD | +32.1% | +39.7% | -7.6% | +30.0% |
| 1Y | +54.5% | +149.0% | -94.5% | +48.4% |
| 3Y | +82.5% | +560.2% | -477.7% | +60.9% |
| 5Y | +80.0% | +955.7% | -875.7% | +49.7% |
| All | +181.9% | +606.2% | -424.4% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 all: compounded portfolio wealth divided by compounded SEI 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…
all analysis · Full analysis span regression · 6 months rolling