+5,550.4%
JNJ vs SPY
+3,091.8%
+2,458.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +7.4% | +0.1% | +7.3% | +7.3% |
| 3M | +21.2% | +2.0% | +19.2% | +19.5% |
| 6M | +13.4% | +13.0% | +0.4% | +5.6% |
| YTD | +35.1% | +13.5% | +21.6% | +25.3% |
| 1Y | +57.4% | +20.0% | +37.5% | +41.4% |
| 3Y | +86.8% | +77.2% | +9.6% | +32.0% |
| 5Y | +80.8% | +81.9% | -1.1% | +23.3% |
| 10Y | +202.7% | +314.1% | -111.3% | +25.3% |
| All | +5,550.4% | +3,091.8% | +2,458.6% | +259.5% |
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