+82.7%
JNJ vs SM
+119.2%
-36.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -3.0% | -0.2% | -2.7% | -3.0% |
| 30D | +2.5% | +20.3% | -17.8% | +2.4% |
| 3M | +13.2% | +22.9% | -9.7% | +13.0% |
| 6M | +11.3% | +47.8% | -36.6% | +10.8% |
| YTD | +31.1% | +107.5% | -76.3% | +30.2% |
| 1Y | +54.3% | +51.7% | +2.6% | +53.4% |
| 3Y | +81.1% | -0.9% | +82.0% | +79.7% |
| 5Y | +82.7% | +112.2% | -29.5% | +78.8% |
| All | +82.7% | +119.2% | -36.5% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling