+51.2%
JNJ vs SGI
-10.7%
+61.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +3.4% |
| 7D | +1.9% | +12.1% | -10.1% | +1.4% |
| 30D | +9.2% | +12.1% | -2.8% | +8.7% |
| 3M | +8.9% | +0.4% | +8.5% | +8.7% |
| 6M | +24.6% | -4.0% | +28.6% | +24.4% |
| YTD | +35.7% | -21.2% | +56.9% | +34.7% |
| 1Y | +51.2% | -12.1% | +63.3% | +51.0% |
| All | +51.2% | -10.7% | +61.9% | +51.0% |
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