+275.7%
JNJ vs SPMO
+575.0%
-299.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -3.0% | +2.7% | -5.7% | -3.7% |
| 30D | +2.5% | +1.1% | +1.4% | +2.1% |
| 3M | +13.2% | +2.0% | +11.2% | +11.6% |
| 6M | +11.3% | +26.5% | -15.3% | +1.7% |
| YTD | +31.1% | +26.5% | +4.6% | +19.7% |
| 1Y | +54.3% | +27.9% | +26.4% | +40.1% |
| 3Y | +81.1% | +160.4% | -79.2% | +19.3% |
| 5Y | +82.7% | +151.5% | -68.8% | +21.0% |
| 10Y | +196.5% | +526.3% | -329.9% | +31.4% |
| All | +275.7% | +575.0% | -299.4% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling