+322.4%
JNJ vs SFM
+132.6%
+189.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.3% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +7.4% | -4.4% | +11.7% | +7.7% |
| 3M | +21.2% | +1.5% | +19.7% | +20.9% |
| 6M | +13.4% | +6.5% | +6.9% | +12.5% |
| YTD | +35.1% | +2.2% | +33.0% | +34.3% |
| 1Y | +57.4% | -41.9% | +99.3% | +62.6% |
| 3Y | +86.8% | +106.8% | -20.0% | +70.4% |
| 5Y | +80.8% | +231.6% | -150.8% | +55.9% |
| 10Y | +202.7% | +258.4% | -55.7% | +151.6% |
| All | +322.4% | +132.6% | +189.8% | +255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling