+219.1%
JNJ vs SM
+18.2%
+201.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +1.0% |
| 7D | +4.1% | +10.6% | -6.5% | +3.9% |
| 30D | +14.0% | -15.0% | +29.0% | +14.3% |
| 3M | +9.2% | +1.7% | +7.5% | +9.1% |
| 6M | +27.8% | +5.9% | +21.9% | +27.4% |
| YTD | +39.2% | +79.0% | -39.8% | +37.0% |
| 1Y | +49.1% | +84.7% | -35.5% | +46.7% |
| 3Y | +109.7% | -3.5% | +113.1% | +108.0% |
| 5Y | +97.6% | +4.9% | +92.6% | +94.2% |
| All | +219.1% | +18.2% | +201.0% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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