+77.8%
JNJ vs SRE
+28.3%
+49.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -3.5% | -0.8% | -2.7% | -3.4% |
| 30D | +2.3% | -3.0% | +5.3% | +2.8% |
| 3M | +12.0% | -8.3% | +20.3% | +13.8% |
| 6M | +10.5% | -8.9% | +19.4% | +12.3% |
| YTD | +30.4% | -4.3% | +34.7% | +31.4% |
| 1Y | +52.1% | +2.7% | +49.4% | +51.4% |
| 3Y | +77.8% | +28.7% | +49.1% | +64.5% |
| All | +77.8% | +28.3% | +49.5% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling