+78.3%
JNJ vs SHW
+19.9%
+58.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -4.3% | -4.5% | +0.1% | -3.7% |
| 30D | +3.0% | -12.7% | +15.7% | +5.0% |
| 3M | +12.2% | +4.7% | +7.5% | +11.2% |
| 6M | +10.5% | -3.4% | +13.9% | +10.6% |
| YTD | +30.8% | -1.3% | +32.1% | +30.4% |
| 1Y | +54.9% | -10.4% | +65.3% | +56.7% |
| All | +78.3% | +19.9% | +58.5% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling