+82.7%
JNJ vs SNPS
+16.9%
+65.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -3.0% | -5.5% | +2.5% | -3.1% |
| 30D | +2.5% | -4.5% | +7.0% | +2.4% |
| 3M | +13.2% | -15.5% | +28.7% | +12.9% |
| 6M | +11.3% | -10.1% | +21.3% | +11.0% |
| YTD | +31.1% | -16.3% | +47.4% | +30.8% |
| 1Y | +54.3% | -34.9% | +89.3% | +53.7% |
| 3Y | +81.1% | -14.4% | +95.5% | +79.1% |
| 5Y | +82.7% | +17.9% | +64.8% | +75.3% |
| All | +82.7% | +16.9% | +65.8% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling