+100.9%
JNJ vs SWKS
-37.3%
+138.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.5% | +9.4% | -6.0% | +3.4% |
| 30D | +12.5% | +17.0% | -4.4% | +12.4% |
| 3M | +9.6% | +28.9% | -19.4% | +9.3% |
| 6M | +25.3% | +33.1% | -7.8% | +24.8% |
| YTD | +40.3% | +44.8% | -4.5% | +39.3% |
| 1Y | +49.6% | +36.2% | +13.4% | +48.8% |
| 3Y | +110.8% | +11.5% | +99.3% | +108.0% |
| All | +100.9% | -37.3% | +138.2% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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