-34.8%
SNXX vs JNJ
+12.1%
-46.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.7% | -9.3% |
| 7D | +16.8% | -4.3% | +21.1% | -6.2% |
| 30D | +65.3% | +3.0% | +62.3% | +99.6% |
| 3M | -34.8% | +12.2% | -47.0% | +52.9% |
| All | -34.8% | +12.1% | -46.8% | +52.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling