+193.4%
JNJ vs SPY
+318.9%
-125.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -4.3% | -2.0% | -2.4% | -3.5% |
| 30D | +3.0% | -1.7% | +4.7% | +3.8% |
| 3M | +12.2% | +4.7% | +7.5% | +9.7% |
| 6M | +10.5% | +12.5% | -2.0% | +4.3% |
| YTD | +30.8% | +11.7% | +19.1% | +23.8% |
| 1Y | +54.9% | +17.5% | +37.4% | +43.0% |
| 3Y | +80.7% | +76.6% | +4.1% | +32.6% |
| 5Y | +83.4% | +82.0% | +1.4% | +30.1% |
| All | +193.4% | +318.9% | -125.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling