+221.6%
JNJ vs SFM
+140.2%
+81.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.7% |
| 7D | +3.5% | +6.0% | -2.6% | +3.0% |
| 30D | +12.5% | -19.5% | +32.0% | +13.9% |
| 3M | +9.6% | -37.0% | +46.6% | +12.9% |
| 6M | +25.3% | -41.0% | +66.4% | +29.5% |
| YTD | +40.3% | -34.6% | +74.9% | +43.5% |
| 1Y | +49.6% | -36.3% | +85.9% | +53.3% |
| 3Y | +110.8% | +24.5% | +86.2% | +96.1% |
| 5Y | +99.1% | +115.9% | -16.8% | +71.5% |
| All | +221.6% | +140.2% | +81.5% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling