+8,374.5%
JNJ vs SO
+5,911.5%
+2,463.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | +2.3% | -5.0% | +7.3% | +4.3% |
| 3M | +12.0% | -5.8% | +17.8% | +14.5% |
| 6M | +10.5% | -7.9% | +18.4% | +13.9% |
| YTD | +30.4% | +2.4% | +28.0% | +29.1% |
| 1Y | +52.1% | -2.3% | +54.4% | +53.1% |
| 3Y | +77.8% | +41.9% | +35.9% | +55.1% |
| 5Y | +82.9% | +58.1% | +24.8% | +52.0% |
| 10Y | +194.8% | +158.5% | +36.3% | +99.7% |
| All | +8,374.5% | +5,911.5% | +2,463.0% | +1,525.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling