+52.1%
JNJ vs SHW
-9.0%
+61.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -3.5% | -3.1% | -0.4% | -3.2% |
| 30D | +2.3% | -10.0% | +12.3% | +3.5% |
| 3M | +12.0% | +2.3% | +9.7% | +11.6% |
| 6M | +10.5% | +0.7% | +9.8% | +10.0% |
| YTD | +30.4% | +0.5% | +29.9% | +30.3% |
| 1Y | +52.1% | -11.5% | +63.6% | +57.5% |
| All | +52.1% | -9.0% | +61.1% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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