+3,036.2%
SPY vs JNJ
+5,783.0%
-2,746.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | +2.6% | +3.5% | -0.9% | +1.1% |
| 30D | -2.0% | +12.5% | -14.5% | -7.0% |
| 3M | -2.8% | +9.6% | -12.4% | -6.9% |
| 6M | +2.1% | +25.3% | -23.2% | -8.4% |
| YTD | +11.5% | +40.3% | -28.8% | -5.2% |
| 1Y | +13.5% | +49.6% | -36.2% | -6.4% |
| 3Y | +77.7% | +110.8% | -33.1% | +23.2% |
| 5Y | +72.6% | +99.1% | -26.5% | +21.8% |
| 10Y | +308.2% | +216.6% | +91.6% | +129.7% |
| All | +3,036.2% | +5,783.0% | -2,746.8% | +634.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling