+193.4%
JNJ vs SNPS
+585.0%
-391.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -4.3% | -4.6% | +0.3% | -4.0% |
| 30D | +3.0% | -3.3% | +6.4% | +3.1% |
| 3M | +12.2% | -13.8% | +26.0% | +13.2% |
| 6M | +10.5% | -8.2% | +18.7% | +10.5% |
| YTD | +30.8% | -15.4% | +46.2% | +31.5% |
| 1Y | +54.9% | +2.4% | +52.5% | +52.2% |
| 3Y | +80.7% | -13.5% | +94.1% | +72.3% |
| 5Y | +83.4% | +19.5% | +64.0% | +59.5% |
| All | +193.4% | +585.0% | -391.6% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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