+84.2%
JNJ vs SIRI
-41.5%
+125.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -3.5% | +0.6% | -4.1% | -3.5% |
| 30D | +2.3% | +2.5% | -0.2% | +2.1% |
| 3M | +12.0% | +6.6% | +5.4% | +11.4% |
| 6M | +10.5% | +32.9% | -22.4% | +7.9% |
| YTD | +30.4% | +50.5% | -20.1% | +25.9% |
| 1Y | +52.1% | +28.0% | +24.2% | +48.7% |
| 3Y | +77.8% | -22.4% | +100.2% | +78.1% |
| All | +84.2% | -41.5% | +125.7% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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