+80.0%
JNJ vs SPGI
+5.8%
+74.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.8% |
| 7D | -0.8% | -2.5% | +1.7% | -0.5% |
| 30D | +4.3% | +5.4% | -1.1% | +3.6% |
| 3M | +16.5% | +9.0% | +7.5% | +15.1% |
| 6M | +13.1% | +0.8% | +12.4% | +12.8% |
| YTD | +32.1% | -12.6% | +44.7% | +34.0% |
| 1Y | +54.5% | -16.1% | +70.6% | +57.6% |
| 3Y | +82.5% | +19.0% | +63.5% | +74.8% |
| 5Y | +80.0% | +5.1% | +75.0% | +69.3% |
| All | +80.0% | +5.8% | +74.2% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling