+4,959.3%
JNJ vs SNPS
+6,288.8%
-1,329.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | +3.5% | +1.1% | +2.4% | +3.4% |
| 30D | +12.5% | -5.2% | +17.7% | +12.9% |
| 3M | +9.6% | +10.6% | -1.0% | +8.3% |
| 6M | +25.3% | -10.6% | +36.0% | +25.8% |
| YTD | +40.3% | -3.1% | +43.4% | +39.4% |
| 1Y | +49.6% | +15.6% | +34.1% | +46.3% |
| 3Y | +110.8% | -12.9% | +123.7% | +106.0% |
| 5Y | +99.1% | +31.2% | +67.9% | +84.7% |
| 10Y | +216.6% | +663.4% | -446.8% | +146.7% |
| All | +4,959.3% | +6,288.8% | -1,329.5% | +3,004.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling