+1,270.6%
SMH vs JNJ
+1,170.9%
+99.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +4.3% | -3.0% | +7.3% | +5.6% |
| 30D | +0.9% | +2.5% | -1.7% | -0.4% |
| 3M | -2.8% | +13.2% | -16.1% | -9.0% |
| 6M | +45.6% | +11.3% | +34.3% | +37.0% |
| YTD | +59.5% | +31.1% | +28.3% | +39.1% |
| 1Y | +93.4% | +54.3% | +39.1% | +56.2% |
| 3Y | +287.1% | +81.1% | +206.0% | +181.0% |
| 5Y | +338.0% | +82.7% | +255.3% | +211.3% |
| 10Y | +1,876.8% | +196.5% | +1,680.3% | +970.0% |
| All | +1,270.6% | +1,170.9% | +99.7% | +399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling