+127.1%
JNJ vs SNOW
+18.8%
+108.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.8% |
| 7D | +3.5% | +5.5% | -2.0% | +3.5% |
| 30D | +12.5% | -13.2% | +25.7% | +12.4% |
| 3M | +9.6% | -13.7% | +23.3% | +9.5% |
| 6M | +25.3% | +91.0% | -65.6% | +26.1% |
| YTD | +40.3% | +32.7% | +7.6% | +41.0% |
| 1Y | +49.6% | +13.3% | +36.4% | +50.3% |
| 3Y | +110.8% | +83.4% | +27.4% | +111.8% |
| 5Y | +99.1% | -24.7% | +123.8% | +98.0% |
| All | +127.1% | +18.8% | +108.3% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling