+110.8%
JNJ vs SNOW
+81.8%
+29.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.7% |
| 7D | +3.5% | +5.5% | -2.0% | +3.6% |
| 30D | +12.5% | -13.2% | +25.7% | +12.2% |
| 3M | +9.6% | -13.7% | +23.3% | +9.2% |
| 6M | +25.3% | +91.0% | -65.6% | +27.8% |
| YTD | +40.3% | +32.7% | +7.6% | +42.1% |
| 1Y | +49.6% | +13.3% | +36.4% | +51.3% |
| 3Y | +110.8% | +83.4% | +27.4% | +111.4% |
| All | +110.8% | +81.8% | +29.0% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling