+51.2%
JNJ vs SNOW
+7.5%
+43.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.3% | +3.8% |
| 7D | +1.9% | -14.5% | +16.5% | +1.5% |
| 30D | +9.2% | -14.3% | +23.5% | +8.8% |
| 3M | +8.9% | -8.3% | +17.2% | +8.8% |
| 6M | +24.6% | +101.5% | -76.9% | +28.2% |
| YTD | +35.7% | +32.5% | +3.2% | +39.4% |
| 1Y | +51.2% | +9.5% | +41.7% | +58.4% |
| All | +51.2% | +7.5% | +43.7% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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