+4,773.0%
JNJ vs SNPS
+5,427.6%
-654.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.2% | -0.7% |
| 7D | +2.7% | -11.0% | +13.7% | +3.6% |
| 30D | +7.4% | -1.7% | +9.1% | +7.4% |
| 3M | +21.2% | -20.4% | +41.6% | +23.1% |
| 6M | +13.4% | -8.6% | +22.0% | +13.6% |
| YTD | +35.1% | -16.2% | +51.3% | +36.1% |
| 1Y | +57.4% | -34.6% | +92.0% | +60.1% |
| 3Y | +86.8% | -14.5% | +101.2% | +82.7% |
| 5Y | +80.8% | +17.0% | +63.8% | +69.4% |
| 10Y | +202.7% | +560.0% | -357.3% | +139.2% |
| All | +4,773.0% | +5,427.6% | -654.6% | +2,931.3% |
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 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