+8,682.5%
JNJ vs SWKS
+8,307.4%
+375.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.3% |
| 7D | +2.7% | +12.5% | -9.8% | +2.2% |
| 30D | +7.4% | +10.5% | -3.1% | +6.9% |
| 3M | +21.2% | -7.4% | +28.6% | +21.4% |
| 6M | +13.4% | +32.7% | -19.3% | +11.8% |
| YTD | +35.1% | +19.2% | +16.0% | +33.7% |
| 1Y | +57.4% | +2.4% | +55.1% | +56.6% |
| 3Y | +86.8% | -25.6% | +112.4% | +86.7% |
| 5Y | +80.8% | -53.4% | +134.2% | +83.1% |
| 10Y | +202.7% | +23.2% | +179.6% | +192.9% |
| All | +8,682.5% | +8,307.4% | +375.0% | +6,998.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling