+196.5%
JNJ vs SO
+155.9%
+40.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.5% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +2.5% | -2.5% | +5.0% | +3.5% |
| 3M | +13.2% | -4.2% | +17.4% | +15.3% |
| 6M | +11.3% | -7.7% | +18.9% | +14.9% |
| YTD | +31.1% | +3.8% | +27.3% | +29.0% |
| 1Y | +54.3% | +0.1% | +54.3% | +53.9% |
| 3Y | +81.1% | +44.2% | +36.9% | +55.0% |
| 5Y | +82.7% | +57.9% | +24.9% | +49.0% |
| 10Y | +196.5% | +162.0% | +34.5% | +99.0% |
| All | +196.5% | +155.9% | +40.6% | +99.0% |
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