+161.2%
JNJ vs SPOT
+216.9%
-55.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -3.5% | -3.1% | -0.4% | -3.4% |
| 30D | +2.3% | +7.4% | -5.1% | +2.2% |
| 3M | +12.0% | +8.2% | +3.8% | +11.8% |
| 6M | +10.5% | +2.2% | +8.3% | +10.3% |
| YTD | +30.4% | -9.5% | +39.9% | +30.5% |
| 1Y | +52.1% | -23.8% | +76.0% | +52.8% |
| 3Y | +77.8% | +233.5% | -155.7% | +69.1% |
| 5Y | +82.9% | +112.2% | -29.3% | +75.3% |
| All | +161.2% | +216.9% | -55.7% | +129.4% |
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