+84.2%
JNJ vs SPYG
+85.2%
-1.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -3.5% | -0.9% | -2.6% | -3.5% |
| 30D | +2.3% | -1.5% | +3.8% | +2.4% |
| 3M | +12.0% | +3.7% | +8.2% | +11.8% |
| 6M | +10.5% | +16.4% | -6.0% | +9.3% |
| YTD | +30.4% | +13.3% | +17.1% | +29.2% |
| 1Y | +52.1% | +17.9% | +34.3% | +50.3% |
| 3Y | +77.8% | +98.3% | -20.5% | +61.5% |
| All | +84.2% | +85.2% | -1.0% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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