+210.7%
JNJ vs SO
+195.2%
+15.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.5% | +0.8% | +0.7% | +1.2% |
| 30D | +6.3% | +7.8% | -1.5% | +3.0% |
| 3M | +8.5% | +2.9% | +5.5% | +7.0% |
| 6M | +28.0% | +2.5% | +25.5% | +26.6% |
| YTD | +37.7% | +10.3% | +27.4% | +31.9% |
| 1Y | +47.9% | +6.4% | +41.6% | +43.7% |
| 3Y | +107.4% | +52.8% | +54.6% | +73.0% |
| 5Y | +97.7% | +78.7% | +19.1% | +52.7% |
| 10Y | +210.7% | +196.3% | +14.4% | +97.8% |
| All | +210.7% | +195.2% | +15.4% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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