+111.0%
JNJ vs SNOW
+34.3%
+76.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | -2.4% | -1.1% | -3.5% |
| 30D | +2.3% | -1.0% | +3.3% | +2.3% |
| 3M | +12.0% | +36.9% | -24.9% | +12.3% |
| 6M | +10.5% | +83.4% | -72.9% | +11.2% |
| YTD | +30.4% | +50.0% | -19.6% | +31.1% |
| 1Y | +52.1% | +46.5% | +5.6% | +53.0% |
| 3Y | +77.8% | +93.3% | -15.5% | +78.8% |
| 5Y | +82.9% | +3.3% | +79.6% | +82.2% |
| All | +111.0% | +34.3% | +76.8% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling