+83.4%
JNJ vs SRE
+46.9%
+36.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -4.3% | -0.7% | -3.7% | -4.2% |
| 30D | +3.0% | -1.7% | +4.8% | +3.3% |
| 3M | +12.2% | -7.1% | +19.3% | +14.1% |
| 6M | +10.5% | -8.4% | +18.8% | +12.6% |
| YTD | +30.8% | -3.5% | +34.3% | +31.6% |
| 1Y | +54.9% | +5.4% | +49.5% | +52.6% |
| 3Y | +80.7% | +29.5% | +51.1% | +64.2% |
| 5Y | +83.4% | +48.3% | +35.1% | +56.4% |
| All | +83.4% | +46.9% | +36.5% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling