+82.7%
JNJ vs SPOT
+111.4%
-28.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -3.0% | -6.5% | +3.5% | -3.0% |
| 30D | +2.5% | +2.2% | +0.3% | +2.5% |
| 3M | +13.2% | +5.4% | +7.9% | +13.3% |
| 6M | +11.3% | -4.0% | +15.3% | +11.2% |
| YTD | +31.1% | -9.9% | +41.1% | +31.1% |
| 1Y | +54.3% | -27.3% | +81.6% | +54.2% |
| 3Y | +81.1% | +236.4% | -155.3% | +79.2% |
| 5Y | +82.7% | +112.6% | -29.9% | +73.7% |
| All | +82.7% | +111.4% | -28.7% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling