+5,593.5%
JNJ vs SPG
+5,256.9%
+336.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.0% |
| 7D | +2.7% | -2.4% | +5.1% | +3.0% |
| 30D | +7.4% | -6.8% | +14.2% | +8.4% |
| 3M | +21.2% | +2.7% | +18.5% | +20.8% |
| 6M | +13.4% | +5.5% | +7.9% | +12.6% |
| YTD | +35.1% | +15.7% | +19.4% | +32.5% |
| 1Y | +57.4% | +20.9% | +36.6% | +53.4% |
| 3Y | +86.8% | +112.4% | -25.6% | +68.0% |
| 5Y | +80.8% | +101.4% | -20.6% | +62.0% |
| 10Y | +202.7% | +60.6% | +142.1% | +167.2% |
| All | +5,593.5% | +5,256.9% | +336.6% | +3,040.8% |
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