+87.3%
JNJ vs SPGI
+23.3%
+64.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -1.0% |
| 7D | +2.7% | +0.1% | +2.5% | +2.7% |
| 30D | +7.4% | +8.4% | -1.0% | +6.5% |
| 3M | +21.2% | +11.8% | +9.4% | +19.7% |
| 6M | +13.4% | +5.7% | +7.7% | +12.5% |
| YTD | +35.1% | -9.7% | +44.8% | +36.5% |
| 1Y | +57.4% | -12.5% | +69.9% | +60.0% |
| All | +87.3% | +23.3% | +64.0% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling