+86.3%
JNJ vs SMR
+11.2%
+75.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +15.3% | -17.5% | -2.0% |
| 7D | -0.8% | +21.4% | -22.2% | -0.4% |
| 30D | +4.3% | +13.8% | -9.5% | +4.6% |
| 3M | +16.5% | +3.9% | +12.6% | +16.8% |
| 6M | +13.1% | -4.2% | +17.3% | +13.5% |
| YTD | +32.1% | -21.1% | +53.2% | +32.4% |
| 1Y | +54.5% | -67.1% | +121.6% | +53.7% |
| 3Y | +82.5% | +88.9% | -6.3% | +78.6% |
| All | +86.3% | +11.2% | +75.0% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling