+49.6%
JNJ vs SHOP
-4.4%
+54.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.5% | -1.2% | +4.7% | +3.4% |
| 30D | +12.5% | -14.7% | +27.3% | +12.1% |
| 3M | +9.6% | -7.2% | +16.8% | +9.4% |
| 6M | +25.3% | +54.2% | -28.8% | +28.6% |
| YTD | +40.3% | -8.6% | +48.9% | +41.8% |
| 1Y | +49.6% | +0.5% | +49.1% | +49.8% |
| All | +49.6% | -4.4% | +54.0% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling