+82.7%
JNJ vs SFM
+217.9%
-135.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | -0.6% |
| 7D | -3.0% | -7.2% | +4.2% | -2.6% |
| 30D | +2.5% | -14.3% | +16.8% | +3.2% |
| 3M | +13.2% | -13.7% | +27.0% | +13.9% |
| 6M | +11.3% | -6.0% | +17.3% | +11.4% |
| YTD | +31.1% | -8.2% | +39.4% | +31.3% |
| 1Y | +54.3% | -46.2% | +100.6% | +58.6% |
| 3Y | +81.1% | +83.6% | -2.4% | +65.3% |
| 5Y | +82.7% | +212.7% | -130.0% | +61.6% |
| All | +82.7% | +217.9% | -135.1% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling