+57.4%
JNJ vs SU
+71.8%
-14.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | +2.7% | +3.6% | -0.9% | +2.5% |
| 30D | +7.4% | +7.9% | -0.5% | +6.9% |
| 3M | +21.2% | +3.5% | +17.7% | +20.2% |
| 6M | +13.4% | +19.0% | -5.6% | +10.9% |
| YTD | +35.1% | +55.0% | -19.8% | +29.5% |
| 1Y | +57.4% | +71.2% | -13.8% | +52.2% |
| All | +57.4% | +71.8% | -14.4% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling