+57.4%
JNJ vs SGI
-17.2%
+74.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +2.7% | +8.5% | -5.9% | +2.4% |
| 30D | +7.4% | +0.7% | +6.7% | +7.3% |
| 3M | +21.2% | +0.6% | +20.6% | +20.9% |
| 6M | +13.4% | -17.9% | +31.3% | +13.3% |
| YTD | +35.1% | -21.2% | +56.3% | +34.5% |
| 1Y | +57.4% | -18.9% | +76.3% | +57.3% |
| All | +57.4% | -17.2% | +74.6% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling