+82.7%
JNJ vs SGI
+56.1%
+26.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.7% |
| 7D | -3.0% | +0.6% | -3.6% | -3.0% |
| 30D | +2.5% | +5.5% | -3.0% | +2.3% |
| 3M | +13.2% | -3.6% | +16.8% | +13.3% |
| 6M | +11.3% | -15.0% | +26.3% | +11.8% |
| YTD | +31.1% | -23.0% | +54.2% | +32.1% |
| 1Y | +54.3% | -18.4% | +72.7% | +55.0% |
| 3Y | +81.1% | +57.8% | +23.4% | +75.5% |
| 5Y | +82.7% | +51.5% | +31.3% | +75.3% |
| All | +82.7% | +56.1% | +26.6% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling