+1,323.9%
JNJ vs SRE
+1,553.2%
-229.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.7% |
| 7D | -0.8% | +1.4% | -2.2% | -1.2% |
| 30D | +4.3% | +1.9% | +2.4% | +3.7% |
| 3M | +16.5% | -3.3% | +19.8% | +17.4% |
| 6M | +13.1% | -6.4% | +19.6% | +14.9% |
| YTD | +32.1% | -1.8% | +34.0% | +32.4% |
| 1Y | +54.5% | +10.7% | +43.7% | +49.6% |
| 3Y | +82.5% | +31.8% | +50.7% | +65.5% |
| 5Y | +80.0% | +49.2% | +30.8% | +56.3% |
| 10Y | +195.7% | +118.5% | +77.1% | +123.6% |
| All | +1,323.9% | +1,553.2% | -229.3% | +587.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SRE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling