+77.8%
JNJ vs SPMO
+155.8%
-78.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.2% |
| 7D | -3.5% | -0.9% | -2.6% | -3.6% |
| 30D | +2.3% | -1.9% | +4.2% | +2.1% |
| 3M | +12.0% | -1.4% | +13.3% | +11.9% |
| 6M | +10.5% | +25.5% | -15.0% | +12.2% |
| YTD | +30.4% | +24.8% | +5.6% | +32.4% |
| 1Y | +52.1% | +24.5% | +27.6% | +54.5% |
| 3Y | +77.8% | +157.1% | -79.3% | +68.0% |
| All | +77.8% | +155.8% | -78.0% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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