+65.2%
JNJ vs SOUN
-25.7%
+90.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -3.0% | -4.4% | +1.5% | -3.0% |
| 30D | +2.5% | -13.1% | +15.7% | +2.4% |
| 3M | +13.2% | -7.7% | +20.9% | +13.2% |
| 6M | +11.3% | -21.2% | +32.4% | +11.2% |
| YTD | +31.1% | -35.0% | +66.1% | +31.0% |
| 1Y | +54.3% | -56.4% | +110.7% | +54.0% |
| 3Y | +81.1% | +181.7% | -100.6% | +81.8% |
| All | +65.2% | -25.7% | +90.9% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling