+4,555.4%
JNJ vs SIRI
-18.6%
+4,574.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -3.0% | -3.9% | +1.0% | -2.9% |
| 30D | +2.5% | -0.8% | +3.3% | +2.5% |
| 3M | +13.2% | +4.3% | +8.9% | +13.1% |
| 6M | +11.3% | +34.1% | -22.8% | +10.4% |
| YTD | +31.1% | +47.3% | -16.2% | +29.7% |
| 1Y | +54.3% | +22.9% | +31.4% | +53.3% |
| 3Y | +81.1% | -24.6% | +105.7% | +81.2% |
| 5Y | +82.7% | -43.2% | +125.9% | +83.3% |
| 10Y | +196.5% | -12.3% | +208.8% | +194.2% |
| All | +4,555.4% | -18.6% | +4,574.0% | +4,336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling