+192.5%
JNJ vs SHOP
+3,113.3%
-2,920.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | -3.5% | -11.2% | +7.7% | -3.2% |
| 30D | +2.3% | -14.4% | +16.7% | +2.7% |
| 3M | +12.0% | +16.6% | -4.6% | +11.4% |
| 6M | +10.5% | -0.6% | +11.0% | +10.2% |
| YTD | +30.4% | -20.0% | +50.4% | +30.8% |
| 1Y | +52.1% | -11.2% | +63.3% | +51.9% |
| 3Y | +77.8% | +99.5% | -21.7% | +69.2% |
| 5Y | +82.9% | -13.2% | +96.1% | +79.4% |
| All | +192.5% | +3,113.3% | -2,920.8% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 10y: compounded portfolio wealth divided by compounded SHOP 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…
10y analysis · Full analysis span regression · 6 months rolling