+264.1%
JNJ vs SHOP
+8,434.7%
-8,170.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +2.7% | -5.1% | +7.8% | +2.8% |
| 30D | +7.4% | +0.6% | +6.8% | +7.3% |
| 3M | +21.2% | +25.0% | -3.8% | +20.3% |
| 6M | +13.4% | +11.9% | +1.5% | +12.8% |
| YTD | +35.1% | -9.9% | +45.0% | +35.1% |
| 1Y | +57.4% | 0.0% | +57.5% | +56.7% |
| 3Y | +86.8% | +117.5% | -30.7% | +78.3% |
| 5Y | +80.8% | -6.6% | +87.5% | +76.3% |
| 10Y | +202.7% | +3,320.3% | -3,117.6% | +141.4% |
| All | +264.1% | +8,434.7% | -8,170.6% | +190.3% |
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 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