+275.0%
JNJ vs SHOP
+8,534.1%
-8,259.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | +4.1% | +2.1% | +2.0% | +4.0% |
| 30D | +14.0% | -16.8% | +30.9% | +14.6% |
| 3M | +9.2% | -2.4% | +11.6% | +9.2% |
| 6M | +27.8% | +47.0% | -19.2% | +26.2% |
| YTD | +39.2% | -8.8% | +48.0% | +39.0% |
| 1Y | +49.1% | -6.3% | +55.4% | +48.8% |
| 3Y | +109.7% | +139.3% | -29.6% | +99.6% |
| 5Y | +97.6% | -12.1% | +109.6% | +93.5% |
| 10Y | +214.1% | +3,601.0% | -3,386.9% | +150.0% |
| All | +275.0% | +8,534.1% | -8,259.1% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling