+192.5%
JNJ vs SFM
+271.4%
-78.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -3.5% | -10.6% | +7.1% | -2.7% |
| 30D | +2.3% | -15.5% | +17.8% | +3.5% |
| 3M | +12.0% | -17.4% | +29.4% | +13.4% |
| 6M | +10.5% | -3.4% | +13.9% | +10.3% |
| YTD | +30.4% | -8.7% | +39.1% | +30.6% |
| 1Y | +52.1% | -47.2% | +99.3% | +58.7% |
| 3Y | +77.8% | +82.7% | -4.9% | +61.4% |
| 5Y | +82.9% | +214.3% | -131.4% | +54.1% |
| All | +192.5% | +271.4% | -78.9% | +132.1% |
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