+181.0%
JNJ vs SPOT
+269.3%
-88.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.7% |
| 7D | +3.5% | +1.6% | +1.9% | +3.4% |
| 30D | +12.5% | +16.9% | -4.4% | +12.1% |
| 3M | +9.6% | +23.0% | -13.4% | +9.0% |
| 6M | +25.3% | +42.2% | -16.8% | +24.2% |
| YTD | +40.3% | +5.5% | +34.8% | +39.8% |
| 1Y | +49.6% | -5.1% | +54.7% | +49.5% |
| 3Y | +110.8% | +257.9% | -147.1% | +100.3% |
| 5Y | +99.1% | +118.4% | -19.2% | +91.6% |
| All | +181.0% | +269.3% | -88.2% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling