+4,715.8%
JNJ vs SM
+1,608.3%
+3,107.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +7.4% | +26.3% | -18.9% | +6.2% |
| 3M | +21.2% | +8.7% | +12.5% | +20.6% |
| 6M | +13.4% | +51.7% | -38.3% | +10.9% |
| YTD | +35.1% | +99.0% | -63.9% | +30.4% |
| 1Y | +57.4% | +34.6% | +22.8% | +54.4% |
| 3Y | +86.8% | -7.8% | +94.5% | +84.4% |
| 5Y | +80.8% | +104.8% | -24.0% | +68.8% |
| 10Y | +202.7% | +7.2% | +195.5% | +161.0% |
| All | +4,715.8% | +1,608.3% | +3,107.5% | +3,125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling