+138.0%
JNJ vs SITM
+4,437.5%
-4,299.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.7% |
| 7D | -3.0% | +3.7% | -6.7% | -3.0% |
| 30D | +2.5% | -14.5% | +17.0% | +2.7% |
| 3M | +13.2% | -10.6% | +23.8% | +13.2% |
| 6M | +11.3% | +65.5% | -54.3% | +9.6% |
| YTD | +31.1% | +67.0% | -35.9% | +29.0% |
| 1Y | +54.3% | +138.6% | -84.3% | +50.5% |
| 3Y | +81.1% | +421.8% | -340.7% | +69.5% |
| 5Y | +82.7% | +172.4% | -89.7% | +70.4% |
| All | +138.0% | +4,437.5% | -4,299.5% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling