+52.1%
JNJ vs SMR
-75.4%
+127.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.7% | +15.4% | -0.8% |
| 7D | -3.5% | -11.2% | +7.7% | -3.8% |
| 30D | +2.3% | -10.2% | +12.5% | +2.1% |
| 3M | +12.0% | -10.0% | +22.0% | +12.1% |
| 6M | +10.5% | -30.5% | +40.9% | +10.1% |
| YTD | +30.4% | -39.2% | +69.6% | +29.9% |
| 1Y | +52.1% | -75.5% | +127.7% | +49.9% |
| All | +52.1% | -75.4% | +127.6% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling