+8,422.4%
JNJ vs SYY
+4,545.1%
+3,877.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.3% |
| 7D | -3.0% | -0.2% | -2.7% | -2.9% |
| 30D | +2.5% | -2.7% | +5.3% | +3.2% |
| 3M | +13.2% | +5.9% | +7.4% | +11.6% |
| 6M | +11.3% | -2.3% | +13.6% | +11.4% |
| YTD | +31.1% | +13.1% | +18.0% | +26.0% |
| 1Y | +54.3% | +3.8% | +50.6% | +51.6% |
| 3Y | +81.1% | +26.7% | +54.4% | +67.7% |
| 5Y | +82.7% | +19.4% | +63.3% | +69.2% |
| 10Y | +196.5% | +112.0% | +84.5% | +115.7% |
| All | +8,422.4% | +4,545.1% | +3,877.3% | +2,086.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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