+284.5%
JNJ vs SYF
+340.9%
-56.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +2.7% | +2.4% | +0.3% | +2.4% |
| 30D | +7.4% | +0.8% | +6.5% | +7.3% |
| 3M | +21.2% | +13.4% | +7.8% | +19.5% |
| 6M | +13.4% | +16.3% | -2.9% | +11.4% |
| YTD | +35.1% | -3.0% | +38.1% | +34.9% |
| 1Y | +57.4% | +5.7% | +51.7% | +55.5% |
| 3Y | +86.8% | +160.1% | -73.3% | +62.1% |
| 5Y | +80.8% | +88.5% | -7.7% | +61.1% |
| 10Y | +202.7% | +263.1% | -60.3% | +129.0% |
| All | +284.5% | +340.9% | -56.4% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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