+95.4%
JNJ vs SPOT
+115.8%
-20.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +1.5% | -3.0% | +4.4% | +1.5% |
| 30D | +6.3% | +15.2% | -8.9% | +6.2% |
| 3M | +8.5% | +21.6% | -13.1% | +8.4% |
| 6M | +28.0% | +45.2% | -17.2% | +28.1% |
| YTD | +37.7% | +4.9% | +32.8% | +37.5% |
| 1Y | +47.9% | -4.8% | +52.7% | +47.7% |
| 3Y | +107.4% | +256.3% | -148.9% | +104.8% |
| All | +95.4% | +115.8% | -20.4% | +86.2% |
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