+5,766.3%
JNJ vs SPY
+3,034.0%
+2,732.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 7D | +3.5% | +2.6% | +0.9% | +2.0% |
| 30D | +12.5% | -2.0% | +14.5% | +13.7% |
| 3M | +9.6% | -2.8% | +12.4% | +11.1% |
| 6M | +25.3% | +2.1% | +23.2% | +23.3% |
| YTD | +40.3% | +11.5% | +28.8% | +31.2% |
| 1Y | +49.6% | +13.5% | +36.2% | +38.6% |
| 3Y | +110.8% | +77.7% | +33.1% | +48.5% |
| 5Y | +99.1% | +72.6% | +26.5% | +39.8% |
| 10Y | +216.6% | +308.2% | -91.6% | +31.9% |
| All | +5,766.3% | +3,034.0% | +2,732.3% | +276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling