+66.7%
SNXX vs JNJ
+26.5%
+40.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.8% | -19.6% | -5.6% |
| 7D | -47.8% | +1.9% | -49.7% | -44.3% |
| 30D | -66.0% | +9.2% | -75.3% | -55.1% |
| 3M | -57.5% | +8.9% | -66.4% | -42.3% |
| 6M | -66.7% | +24.6% | -91.3% | -42.4% |
| All | +66.7% | +26.5% | +40.2% | +133.9% |
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 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