+311.2%
SPY vs JNJ
+196.9%
+114.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | -4.3% | +2.4% | -0.3% |
| 30D | -1.7% | +3.0% | -4.7% | -2.9% |
| 3M | +4.7% | +12.2% | -7.5% | -0.7% |
| 6M | +12.5% | +10.5% | +2.0% | +7.3% |
| YTD | +11.7% | +30.8% | -19.1% | -1.3% |
| 1Y | +17.5% | +54.9% | -37.4% | -4.0% |
| 3Y | +76.6% | +80.7% | -4.1% | +31.9% |
| 5Y | +82.0% | +83.4% | -1.4% | +33.3% |
| All | +311.2% | +196.9% | +114.4% | +139.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling