+196.5%
JNJ vs SPGI
+287.8%
-91.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.1% |
| 7D | -3.0% | -3.1% | +0.1% | -2.2% |
| 30D | +2.5% | +2.0% | +0.5% | +2.0% |
| 3M | +13.2% | +4.3% | +8.9% | +11.7% |
| 6M | +11.3% | -0.2% | +11.5% | +10.7% |
| YTD | +31.1% | -14.8% | +45.9% | +35.0% |
| 1Y | +54.3% | -18.5% | +72.9% | +60.5% |
| 3Y | +81.1% | +16.0% | +65.2% | +68.9% |
| 5Y | +82.7% | +2.2% | +80.5% | +74.0% |
| 10Y | +196.5% | +296.4% | -99.9% | +86.3% |
| All | +196.5% | +287.8% | -91.3% | +86.3% |
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