+118.7%
JNJ vs SNOW
+37.6%
+81.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -1.2% |
| 7D | +2.7% | +2.8% | -0.1% | +2.7% |
| 30D | +7.4% | +6.4% | +1.0% | +7.4% |
| 3M | +21.2% | +38.1% | -16.9% | +21.6% |
| 6M | +13.4% | +100.4% | -87.0% | +14.2% |
| YTD | +35.1% | +53.7% | -18.6% | +35.9% |
| 1Y | +57.4% | +52.0% | +5.5% | +58.4% |
| 3Y | +86.8% | +114.7% | -27.9% | +87.9% |
| 5Y | +80.8% | +8.8% | +72.0% | +80.1% |
| All | +118.7% | +37.6% | +81.1% | +117.3% |
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