+78.3%
SPY vs JNJ
+109.7%
-31.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | +3.3% | +4.1% | -0.8% | +3.3% |
| 30D | -2.7% | +14.0% | -16.7% | -2.6% |
| 3M | -1.7% | +9.2% | -11.0% | -1.6% |
| 6M | +3.1% | +27.8% | -24.7% | +3.0% |
| YTD | +11.9% | +39.2% | -27.3% | +11.6% |
| 1Y | +12.0% | +49.1% | -37.2% | +11.5% |
| All | +78.3% | +109.7% | -31.3% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling