+14.8%
SPY vs JNJ
+51.2%
-36.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.2% | +1.9% |
| 7D | -0.7% | +1.9% | -2.7% | -0.6% |
| 30D | -1.0% | +9.2% | -10.3% | -0.3% |
| 3M | -0.3% | +8.9% | -9.3% | +0.5% |
| 6M | +7.3% | +24.6% | -17.2% | +8.7% |
| YTD | +13.3% | +35.7% | -22.3% | +15.1% |
| 1Y | +14.8% | +51.2% | -36.4% | +14.8% |
| All | +14.8% | +51.2% | -36.4% | +14.8% |
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