+84.2%
JNJ vs SHAK
-22.8%
+107.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -0.3% |
| 7D | -3.5% | -8.3% | +4.8% | -3.4% |
| 30D | +2.3% | -12.6% | +15.0% | +2.4% |
| 3M | +12.0% | +9.1% | +2.9% | +11.9% |
| 6M | +10.5% | -31.2% | +41.7% | +10.8% |
| YTD | +30.4% | -21.6% | +52.0% | +30.6% |
| 1Y | +52.1% | -38.8% | +90.9% | +52.7% |
| 3Y | +77.8% | +0.6% | +77.2% | +76.2% |
| All | +84.2% | -22.8% | +107.0% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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