+939.3%
JNJ vs SGI
+2,083.6%
-1,144.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +2.7% | +8.5% | -5.9% | +2.1% |
| 30D | +7.4% | +0.7% | +6.7% | +7.3% |
| 3M | +21.2% | +0.6% | +20.6% | +21.0% |
| 6M | +13.4% | -17.9% | +31.3% | +14.6% |
| YTD | +35.1% | -21.2% | +56.3% | +36.8% |
| 1Y | +57.4% | -18.9% | +76.3% | +58.8% |
| 3Y | +86.8% | +52.6% | +34.1% | +78.7% |
| 5Y | +80.8% | +60.7% | +20.1% | +69.9% |
| 10Y | +202.7% | +278.1% | -75.4% | +155.1% |
| All | +939.3% | +2,083.6% | -1,144.2% | +566.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling