+81.7%
SPY vs JNJ
+79.4%
+2.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.4% | -3.0% | +2.6% | +0.1% |
| 30D | -1.4% | +2.5% | -3.9% | -1.8% |
| 3M | +3.7% | +13.2% | -9.5% | +1.4% |
| 6M | +13.0% | +11.3% | +1.7% | +10.8% |
| YTD | +12.4% | +31.1% | -18.7% | +6.4% |
| 1Y | +18.5% | +54.3% | -35.8% | +8.2% |
| 3Y | +77.6% | +81.1% | -3.5% | +54.9% |
| 5Y | +81.7% | +82.7% | -1.0% | +62.7% |
| All | +81.7% | +79.4% | +2.3% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling