+83.4%
JNJ vs SPYM
+80.5%
+3.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -4.3% | -2.0% | -2.4% | -4.0% |
| 30D | +3.0% | -1.6% | +4.7% | +3.3% |
| 3M | +12.2% | +4.7% | +7.5% | +11.2% |
| 6M | +10.5% | +12.6% | -2.1% | +7.9% |
| YTD | +30.8% | +11.8% | +19.0% | +27.8% |
| 1Y | +54.9% | +17.5% | +37.4% | +49.8% |
| 3Y | +80.7% | +77.0% | +3.7% | +55.5% |
| 5Y | +83.4% | +82.6% | +0.8% | +52.5% |
| All | +83.4% | +80.5% | +3.0% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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