+95.0%
JNJ vs SUI
-26.3%
+121.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.8% |
| 7D | +1.1% | +6.2% | -5.1% | -0.3% |
| 30D | +6.9% | +8.6% | -1.7% | +4.8% |
| 3M | +8.0% | +1.0% | +7.0% | +7.6% |
| 6M | +24.3% | -2.6% | +26.9% | +24.8% |
| YTD | +35.6% | -0.1% | +35.7% | +35.2% |
| 1Y | +51.1% | +0.5% | +50.6% | +50.4% |
| 3Y | +98.3% | +15.3% | +83.0% | +91.1% |
| All | +95.0% | -26.3% | +121.3% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling