+178.9%
JNJ vs SPOT
+260.8%
-81.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.2% |
| 7D | +4.1% | -2.6% | +6.7% | +4.2% |
| 30D | +14.0% | +13.5% | +0.6% | +13.7% |
| 3M | +9.2% | +22.2% | -13.0% | +8.7% |
| 6M | +27.8% | +38.3% | -10.5% | +26.7% |
| YTD | +39.2% | +3.1% | +36.1% | +38.8% |
| 1Y | +49.1% | -7.6% | +56.8% | +49.1% |
| 3Y | +109.7% | +250.0% | -140.4% | +99.4% |
| 5Y | +97.6% | +113.3% | -15.8% | +90.2% |
| All | +178.9% | +260.8% | -81.9% | +144.0% |
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