+210.7%
JNJ vs SPGI
+337.7%
-127.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.5% | -1.4% | +2.8% | +1.8% |
| 30D | +6.3% | +15.3% | -8.9% | +2.8% |
| 3M | +8.5% | +16.5% | -8.0% | +4.5% |
| 6M | +28.0% | +19.8% | +8.2% | +22.0% |
| YTD | +37.7% | -3.2% | +40.9% | +37.4% |
| 1Y | +47.9% | +1.8% | +46.1% | +45.6% |
| 3Y | +107.4% | +30.6% | +76.8% | +88.2% |
| 5Y | +97.7% | +16.0% | +81.7% | +82.9% |
| 10Y | +210.7% | +338.6% | -127.9% | +90.6% |
| All | +210.7% | +337.7% | -127.0% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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