+82.5%
JNJ vs SM
-2.8%
+85.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +4.3% | +31.5% | -27.2% | +3.9% |
| 3M | +16.5% | +17.3% | -0.8% | +16.1% |
| 6M | +13.1% | +48.5% | -35.4% | +12.4% |
| YTD | +32.1% | +106.3% | -74.1% | +30.4% |
| 1Y | +54.5% | +47.3% | +7.2% | +52.8% |
| 3Y | +82.5% | -1.4% | +84.0% | +75.5% |
| All | +82.5% | -2.8% | +85.3% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling