+47.9%
JNJ vs SUI
-3.0%
+50.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.5% | -2.4% | +3.9% | +2.2% |
| 30D | +6.3% | +3.3% | +3.0% | +5.1% |
| 3M | +8.5% | +0.7% | +7.8% | +8.0% |
| 6M | +28.0% | -4.1% | +32.1% | +28.6% |
| YTD | +37.7% | -1.8% | +39.5% | +38.1% |
| 1Y | +47.9% | -4.1% | +52.0% | +48.1% |
| All | +47.9% | -3.0% | +50.9% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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