+681.4%
JNJ vs SPYM
+824.3%
-142.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.0% |
| 7D | -0.8% | +0.6% | -1.3% | -1.0% |
| 30D | +4.3% | -0.9% | +5.2% | +4.7% |
| 3M | +16.5% | +3.9% | +12.6% | +14.2% |
| 6M | +13.1% | +14.5% | -1.4% | +5.9% |
| YTD | +32.1% | +13.0% | +19.1% | +24.4% |
| 1Y | +54.5% | +19.4% | +35.1% | +41.5% |
| 3Y | +82.5% | +78.9% | +3.7% | +35.5% |
| 5Y | +80.0% | +82.3% | -2.3% | +30.2% |
| 10Y | +195.7% | +314.7% | -119.1% | +40.0% |
| All | +681.4% | +824.3% | -142.8% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling