+192.5%
JNJ vs SGI
+270.1%
-77.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -3.5% | -4.5% | +0.9% | -3.3% |
| 30D | +2.3% | +4.2% | -1.9% | +2.1% |
| 3M | +12.0% | -7.4% | +19.4% | +12.3% |
| 6M | +10.5% | -15.1% | +25.5% | +11.1% |
| YTD | +30.4% | -24.7% | +55.1% | +31.9% |
| 1Y | +52.1% | -21.8% | +73.9% | +53.4% |
| 3Y | +77.8% | +50.0% | +27.8% | +72.0% |
| 5Y | +82.9% | +48.9% | +33.9% | +75.0% |
| All | +192.5% | +270.1% | -77.5% | +162.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling