+64.3%
JNJ vs SOUN
-28.2%
+92.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -3.5% | -7.1% | +3.6% | -3.5% |
| 30D | +2.3% | -15.4% | +17.7% | +2.2% |
| 3M | +12.0% | -10.6% | +22.6% | +12.0% |
| 6M | +10.5% | -19.6% | +30.1% | +10.4% |
| YTD | +30.4% | -37.2% | +67.6% | +30.2% |
| 1Y | +52.1% | -57.1% | +109.2% | +51.8% |
| 3Y | +77.8% | +178.2% | -100.4% | +78.4% |
| All | +64.3% | -28.2% | +92.5% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 5y: compounded portfolio wealth divided by compounded SOUN 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…
5y analysis · Full analysis span regression · 6 months rolling