+5,700.6%
JNJ vs SPG
+5,968.7%
-268.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | +2.7% | -1.3% | +1.1% |
| 30D | +6.3% | +16.6% | -10.2% | +4.2% |
| 3M | +8.5% | +8.1% | +0.4% | +7.3% |
| 6M | +28.0% | +19.3% | +8.7% | +25.0% |
| YTD | +37.7% | +31.1% | +6.6% | +32.7% |
| 1Y | +47.9% | +32.8% | +15.2% | +42.4% |
| 3Y | +107.4% | +135.8% | -28.4% | +84.1% |
| 5Y | +97.7% | +85.1% | +12.7% | +79.3% |
| 10Y | +210.7% | +115.9% | +94.7% | +163.1% |
| All | +5,700.6% | +5,968.7% | -268.1% | +3,047.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling