+164.7%
JNJ vs SPOT
+218.6%
-54.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.2% |
| 7D | -0.8% | -2.9% | +2.1% | -0.7% |
| 30D | +4.3% | +8.3% | -4.0% | +4.1% |
| 3M | +16.5% | +5.1% | +11.4% | +16.3% |
| 6M | +13.1% | -6.5% | +19.6% | +13.2% |
| YTD | +32.1% | -9.0% | +41.1% | +32.2% |
| 1Y | +54.5% | -26.4% | +80.9% | +55.3% |
| 3Y | +82.5% | +240.0% | -157.5% | +73.5% |
| 5Y | +80.0% | +111.7% | -31.7% | +72.6% |
| All | +164.7% | +218.6% | -54.0% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling