+83.4%
JNJ vs SHEL
+190.7%
-107.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -4.3% | +3.9% | -8.3% | -4.6% |
| 30D | +3.0% | +7.0% | -3.9% | +2.5% |
| 3M | +12.2% | +12.5% | -0.3% | +11.1% |
| 6M | +10.5% | +14.8% | -4.3% | +9.0% |
| YTD | +30.8% | +34.2% | -3.4% | +27.3% |
| 1Y | +54.9% | +37.0% | +17.9% | +50.5% |
| 3Y | +80.7% | +70.9% | +9.8% | +72.0% |
| 5Y | +83.4% | +192.5% | -109.1% | +69.4% |
| All | +83.4% | +190.7% | -107.3% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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