+57.4%
JNJ vs SNAP
-24.3%
+81.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -1.3% |
| 7D | +2.7% | +0.7% | +1.9% | +2.7% |
| 30D | +7.4% | +2.6% | +4.7% | +7.6% |
| 3M | +21.2% | -9.9% | +31.1% | +21.2% |
| 6M | +13.4% | +1.9% | +11.5% | +13.3% |
| YTD | +35.1% | -32.2% | +67.4% | +32.0% |
| 1Y | +57.4% | -22.8% | +80.3% | +57.4% |
| All | +57.4% | -24.3% | +81.8% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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