+54.3%
JNJ vs SPGI
-18.0%
+72.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.7% |
| 7D | -3.0% | -3.1% | +0.1% | -2.8% |
| 30D | +2.5% | +2.0% | +0.5% | +2.5% |
| 3M | +13.2% | +4.3% | +8.9% | +13.2% |
| 6M | +11.3% | -0.2% | +11.5% | +11.1% |
| YTD | +31.1% | -14.8% | +45.9% | +31.2% |
| 1Y | +54.3% | -18.5% | +72.9% | +58.8% |
| All | +54.3% | -18.0% | +72.4% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling