+82.7%
JNJ vs SHOP
-15.0%
+97.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.8% |
| 7D | -3.0% | -10.6% | +7.7% | -3.0% |
| 30D | +2.5% | -18.3% | +20.8% | +2.4% |
| 3M | +13.2% | +14.8% | -1.6% | +13.4% |
| 6M | +11.3% | -5.0% | +16.3% | +11.4% |
| YTD | +31.1% | -21.2% | +52.4% | +31.2% |
| 1Y | +54.3% | -11.6% | +65.9% | +54.4% |
| 3Y | +81.1% | +101.2% | -20.1% | +80.0% |
| 5Y | +82.7% | -15.7% | +98.4% | +78.6% |
| All | +82.7% | -15.0% | +97.7% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling