+48.5%
JNJ vs SPOT
-8.1%
+56.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.5% |
| 3M | +9.2% | +22.2% | -13.0% | +8.7% |
| 6M | +27.8% | +38.3% | -10.5% | +27.6% |
| YTD | +39.2% | +3.1% | +36.1% | +37.5% |
| All | +48.5% | -8.1% | +56.5% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling