+8,487.5%
JNJ vs SMTC
+69,284.5%
-60,797.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.0% | -12.2% | -2.5% |
| 7D | -0.8% | +22.9% | -23.7% | -1.5% |
| 30D | +4.3% | +16.6% | -12.3% | +3.6% |
| 3M | +16.5% | +2.4% | +14.1% | +15.9% |
| 6M | +13.1% | +98.3% | -85.1% | +9.6% |
| YTD | +32.1% | +120.7% | -88.5% | +27.4% |
| 1Y | +54.5% | +168.3% | -113.8% | +47.7% |
| 3Y | +82.5% | +571.7% | -489.2% | +64.5% |
| 5Y | +80.0% | +114.0% | -34.0% | +68.2% |
| 10Y | +195.7% | +497.0% | -301.3% | +161.8% |
| All | +8,487.5% | +69,284.5% | -60,797.0% | +6,509.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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