+179.7%
JNJ vs SNAP
-77.9%
+257.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.7% |
| 7D | -3.0% | -5.0% | +2.1% | -2.9% |
| 30D | +2.5% | -0.7% | +3.3% | +2.5% |
| 3M | +13.2% | -5.0% | +18.3% | +13.3% |
| 6M | +11.3% | +3.5% | +7.8% | +11.1% |
| YTD | +31.1% | -34.2% | +65.3% | +31.6% |
| 1Y | +54.3% | -27.1% | +81.4% | +54.6% |
| 3Y | +81.1% | -43.5% | +124.6% | +80.5% |
| 5Y | +82.7% | -92.9% | +175.6% | +88.4% |
| All | +179.7% | -77.9% | +257.6% | +161.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling