+3,094.0%
SPY vs JNJ
+5,566.5%
-2,472.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | +0.1% |
| 7D | +0.1% | +2.7% | -2.6% | -1.1% |
| 30D | +0.1% | +7.4% | -7.3% | -3.1% |
| 3M | +2.0% | +21.2% | -19.2% | -6.9% |
| 6M | +13.0% | +13.4% | -0.4% | +6.1% |
| YTD | +13.5% | +35.1% | -21.6% | -1.6% |
| 1Y | +20.0% | +57.4% | -37.5% | -3.2% |
| 3Y | +77.2% | +86.8% | -9.6% | +30.1% |
| 5Y | +81.9% | +80.8% | +1.1% | +34.4% |
| 10Y | +314.1% | +202.7% | +111.3% | +138.1% |
| All | +3,094.0% | +5,566.5% | -2,472.4% | +662.9% |
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