+136.7%
JNJ vs SITM
+4,789.7%
-4,653.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.4% |
| 7D | -3.5% | +3.9% | -7.4% | -3.6% |
| 30D | +2.3% | -6.6% | +8.9% | +2.4% |
| 3M | +12.0% | -11.9% | +23.8% | +12.0% |
| 6M | +10.5% | +81.1% | -70.7% | +8.7% |
| YTD | +30.4% | +80.0% | -49.6% | +28.2% |
| 1Y | +52.1% | +145.8% | -93.7% | +48.4% |
| 3Y | +77.8% | +475.9% | -398.1% | +66.1% |
| 5Y | +82.9% | +189.2% | -106.3% | +70.6% |
| All | +136.7% | +4,789.7% | -4,653.0% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling