+80.2%
JNJ vs SN
+490.7%
-410.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.2% |
| 7D | +2.7% | -9.3% | +12.0% | +2.6% |
| 30D | +7.4% | -4.8% | +12.2% | +7.3% |
| 3M | +21.2% | +40.4% | -19.2% | +21.2% |
| 6M | +13.4% | +50.9% | -37.5% | +13.4% |
| YTD | +35.1% | +54.9% | -19.8% | +35.1% |
| 1Y | +57.4% | +43.0% | +14.4% | +57.6% |
| 3Y | +86.8% | +391.8% | -305.1% | +78.6% |
| All | +80.2% | +490.7% | -410.5% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling