+8,947.0%
JNJ vs SPGI
+14,890.2%
-5,943.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | +14.0% | +14.3% | -0.2% | +10.5% |
| 3M | +9.2% | +14.5% | -5.3% | +5.7% |
| 6M | +27.8% | +17.3% | +10.5% | +22.5% |
| YTD | +39.2% | -4.6% | +43.8% | +39.1% |
| 1Y | +49.1% | +0.8% | +48.4% | +47.0% |
| 3Y | +109.7% | +28.8% | +80.9% | +92.9% |
| 5Y | +97.6% | +14.0% | +83.6% | +84.3% |
| 10Y | +214.1% | +332.5% | -118.4% | +105.8% |
| All | +8,947.0% | +14,890.2% | -5,943.2% | +1,780.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling