+95.0%
JNJ vs SWK
-25.5%
+120.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +1.1% | +11.0% | -9.9% | +0.4% |
| 30D | +6.9% | +30.1% | -23.2% | +5.2% |
| 3M | +8.0% | +14.7% | -6.6% | +7.1% |
| 6M | +24.3% | +44.5% | -20.2% | +21.3% |
| YTD | +35.6% | +59.4% | -23.8% | +31.2% |
| 1Y | +51.1% | +77.5% | -26.5% | +45.0% |
| 3Y | +98.3% | +49.5% | +48.8% | +91.1% |
| All | +95.0% | -25.5% | +120.5% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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