+4,860.9%
JNJ vs SM
+1,436.3%
+3,424.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +0.9% |
| 7D | +4.1% | +10.6% | -6.5% | +3.6% |
| 30D | +14.0% | -15.0% | +29.0% | +14.7% |
| 3M | +9.2% | +1.7% | +7.5% | +8.9% |
| 6M | +27.8% | +5.9% | +21.9% | +26.9% |
| YTD | +39.2% | +79.0% | -39.8% | +34.7% |
| 1Y | +49.1% | +84.7% | -35.5% | +44.0% |
| 3Y | +109.7% | -3.5% | +113.1% | +106.3% |
| 5Y | +97.6% | +4.9% | +92.6% | +90.5% |
| 10Y | +214.1% | +17.7% | +196.4% | +168.4% |
| All | +4,860.9% | +1,436.3% | +3,424.6% | +3,231.2% |
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