+82.5%
JNJ vs SNAP
-43.9%
+126.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -0.8% | +1.5% | -2.3% | -0.7% |
| 30D | +4.3% | +1.9% | +2.4% | +4.4% |
| 3M | +16.5% | -3.9% | +20.4% | +16.6% |
| 6M | +13.1% | +5.2% | +7.9% | +13.4% |
| YTD | +32.1% | -32.7% | +64.8% | +31.7% |
| 1Y | +54.5% | -24.8% | +79.3% | +54.1% |
| 3Y | +82.5% | -42.2% | +124.7% | +77.0% |
| All | +82.5% | -43.9% | +126.4% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling