+193.4%
JNJ vs SYK
+173.6%
+19.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | -4.3% | -12.3% | +8.0% | -0.7% |
| 30D | +3.0% | -22.4% | +25.5% | +10.8% |
| 3M | +12.2% | -12.3% | +24.6% | +16.0% |
| 6M | +10.5% | -24.3% | +34.8% | +18.9% |
| YTD | +30.8% | -22.8% | +53.5% | +39.6% |
| 1Y | +54.9% | -28.8% | +83.7% | +69.3% |
| 3Y | +80.7% | -4.0% | +84.6% | +77.4% |
| 5Y | +83.4% | +3.8% | +79.6% | +72.1% |
| All | +193.4% | +173.6% | +19.8% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 10y: compounded portfolio wealth divided by compounded SYK 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…
10y analysis · Full analysis span regression · 6 months rolling