+5,811.1%
JNJ vs SPG
+5,922.7%
-111.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +3.5% | +2.0% | +1.5% | +3.2% |
| 30D | +12.5% | +17.2% | -4.7% | +10.2% |
| 3M | +9.6% | +6.3% | +3.2% | +8.7% |
| 6M | +25.3% | +18.7% | +6.6% | +22.6% |
| YTD | +40.3% | +30.1% | +10.2% | +35.4% |
| 1Y | +49.6% | +32.8% | +16.9% | +44.0% |
| 3Y | +110.8% | +133.6% | -22.8% | +87.3% |
| 5Y | +99.1% | +84.4% | +14.7% | +80.6% |
| 10Y | +216.6% | +114.3% | +102.3% | +168.4% |
| All | +5,811.1% | +5,922.7% | -111.6% | +3,110.4% |
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