+192.5%
JNJ vs SPG
+64.5%
+128.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | -1.2% | -2.4% | -3.4% |
| 30D | +2.3% | -6.1% | +8.4% | +3.0% |
| 3M | +12.0% | -3.6% | +15.6% | +12.4% |
| 6M | +10.5% | +10.4% | +0.1% | +9.4% |
| YTD | +30.4% | +14.4% | +16.0% | +28.6% |
| 1Y | +52.1% | +16.5% | +35.6% | +49.7% |
| 3Y | +77.8% | +106.8% | -29.0% | +64.6% |
| 5Y | +82.9% | +108.9% | -26.0% | +67.7% |
| All | +192.5% | +64.5% | +128.1% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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