+8,487.5%
JNJ vs SHEL
+2,525.5%
+5,962.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -2.6% |
| 7D | -0.8% | +1.9% | -2.7% | -1.1% |
| 30D | +4.3% | +8.7% | -4.3% | +3.0% |
| 3M | +16.5% | +11.0% | +5.5% | +14.5% |
| 6M | +13.1% | +14.6% | -1.4% | +10.5% |
| YTD | +32.1% | +33.3% | -1.1% | +25.9% |
| 1Y | +54.5% | +37.9% | +16.6% | +46.3% |
| 3Y | +82.5% | +69.7% | +12.8% | +66.4% |
| 5Y | +80.0% | +190.2% | -110.1% | +48.4% |
| 10Y | +195.7% | +197.0% | -1.3% | +134.1% |
| All | +8,487.5% | +2,525.5% | +5,962.0% | +5,421.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling