+192.5%
JNJ vs SU
+267.2%
-74.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -3.5% | +2.2% | -5.7% | -3.7% |
| 30D | +2.3% | +8.4% | -6.1% | +1.5% |
| 3M | +12.0% | +12.1% | -0.1% | +10.6% |
| 6M | +10.5% | +19.7% | -9.2% | +8.2% |
| YTD | +30.4% | +58.4% | -28.0% | +24.2% |
| 1Y | +52.1% | +67.2% | -15.1% | +44.0% |
| 3Y | +77.8% | +125.0% | -47.2% | +61.8% |
| 5Y | +82.9% | +355.1% | -272.2% | +49.0% |
| All | +192.5% | +267.2% | -74.7% | +139.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling