+52.1%
JNJ vs SPOT
-25.0%
+77.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -3.5% | -3.1% | -0.4% | -3.5% |
| 30D | +2.3% | +7.4% | -5.1% | +2.4% |
| 3M | +12.0% | +8.2% | +3.8% | +12.0% |
| 6M | +10.5% | +2.2% | +8.3% | +10.1% |
| YTD | +30.4% | -9.5% | +39.9% | +29.1% |
| 1Y | +52.1% | -23.8% | +76.0% | +47.1% |
| All | +52.1% | -25.0% | +77.2% | +47.1% |
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