+100.9%
JNJ vs SFM
+116.0%
-15.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.7% |
| 7D | +3.5% | +6.0% | -2.6% | +3.2% |
| 30D | +12.5% | -19.5% | +32.0% | +13.4% |
| 3M | +9.6% | -37.0% | +46.6% | +11.6% |
| 6M | +25.3% | -41.0% | +66.4% | +27.9% |
| YTD | +40.3% | -34.6% | +74.9% | +42.3% |
| 1Y | +49.6% | -36.3% | +85.9% | +51.9% |
| 3Y | +110.8% | +24.5% | +86.2% | +94.9% |
| All | +100.9% | +116.0% | -15.0% | +74.9% |
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