+87.6%
SMH vs JNJ
+54.5%
+33.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.3% |
| 7D | +0.3% | -3.5% | +3.8% | -1.8% |
| 30D | -2.8% | +2.3% | -5.1% | -1.2% |
| 3M | -6.7% | +12.0% | -18.7% | -0.4% |
| 6M | +41.8% | +10.5% | +31.3% | +52.2% |
| YTD | +57.9% | +30.4% | +27.5% | +78.8% |
| 1Y | +87.6% | +52.1% | +35.5% | +135.4% |
| All | +87.6% | +54.5% | +33.1% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 1y: compounded portfolio wealth divided by compounded JNJ 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…
1y analysis · Full analysis span regression · 6 months rolling