+49.6%
JNJ vs SN
+141.7%
-92.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.1% | +0.7% |
| 7D | +3.5% | +1.5% | +1.9% | +3.4% |
| 30D | +12.5% | +21.5% | -9.0% | +12.2% |
| 3M | +9.6% | +20.0% | -10.5% | +9.2% |
| 6M | +25.3% | +119.9% | -94.6% | +23.8% |
| YTD | +40.3% | +102.3% | -62.0% | +38.0% |
| 1Y | +49.6% | +148.0% | -98.3% | +47.3% |
| All | +49.6% | +141.7% | -92.1% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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