+193.7%
JNJ vs SNAP
-77.7%
+271.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.2% |
| 7D | +1.5% | -9.8% | +11.3% | +1.6% |
| 30D | +6.3% | -18.2% | +24.5% | +6.5% |
| 3M | +8.5% | -3.1% | +11.6% | +8.5% |
| 6M | +28.0% | -7.1% | +35.1% | +28.0% |
| YTD | +37.7% | -33.8% | +71.5% | +38.1% |
| 1Y | +47.9% | -39.0% | +87.0% | +48.5% |
| 3Y | +107.4% | -52.8% | +160.2% | +107.4% |
| 5Y | +97.7% | -90.0% | +187.7% | +101.9% |
| All | +193.7% | -77.7% | +271.5% | +174.0% |
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