+307.8%
SPY vs JNJ
+216.3%
+91.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | +2.6% | +3.5% | -0.9% | +1.3% |
| 30D | -2.0% | +12.5% | -14.5% | -6.4% |
| 3M | -2.8% | +9.6% | -12.4% | -6.5% |
| 6M | +2.1% | +25.3% | -23.2% | -7.6% |
| YTD | +11.5% | +40.3% | -28.8% | -4.4% |
| 1Y | +13.5% | +49.6% | -36.2% | -5.5% |
| 3Y | +77.7% | +110.8% | -33.1% | +23.2% |
| 5Y | +72.6% | +99.1% | -26.5% | +21.8% |
| All | +307.8% | +216.3% | +91.6% | +131.6% |
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