+8,399.1%
JNJ vs SU
+61,690.9%
-53,291.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -4.3% | +1.7% | -6.0% | -4.3% |
| 30D | +3.0% | +9.6% | -6.6% | +3.0% |
| 3M | +12.2% | +11.7% | +0.5% | +12.2% |
| 6M | +10.5% | +21.9% | -11.5% | +10.4% |
| YTD | +30.8% | +58.6% | -27.9% | +30.7% |
| 1Y | +54.9% | +66.5% | -11.6% | +54.9% |
| 3Y | +80.7% | +121.4% | -40.8% | +80.6% |
| 5Y | +83.4% | +355.7% | -272.3% | +83.2% |
| 10Y | +195.7% | +264.2% | -68.5% | +195.3% |
| All | +8,399.1% | +61,690.9% | -53,291.8% | +8,343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling