+82.7%
JNJ vs SHW
+14.0%
+68.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -3.0% | -3.2% | +0.2% | -2.5% |
| 30D | +2.5% | -11.4% | +13.9% | +4.3% |
| 3M | +13.2% | +3.5% | +9.8% | +12.5% |
| 6M | +11.3% | -3.4% | +14.6% | +11.5% |
| YTD | +31.1% | -0.3% | +31.5% | +30.6% |
| 1Y | +54.3% | -10.4% | +64.8% | +56.1% |
| 3Y | +81.1% | +21.3% | +59.8% | +74.1% |
| 5Y | +82.7% | +12.9% | +69.9% | +73.6% |
| All | +82.7% | +14.0% | +68.7% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling