+134.5%
IBM vs JNJ
+196.9%
-62.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | -0.3% | -4.3% | +4.0% | +1.8% |
| 30D | -1.8% | +3.0% | -4.9% | -3.3% |
| 3M | -13.5% | +12.2% | -25.7% | -17.9% |
| 6M | -5.1% | +10.5% | -15.6% | -9.6% |
| YTD | -19.4% | +30.8% | -50.2% | -29.7% |
| 1Y | -6.5% | +54.9% | -61.5% | -25.5% |
| 3Y | +73.8% | +80.7% | -6.8% | +25.7% |
| 5Y | +116.3% | +83.4% | +32.9% | +53.2% |
| All | +134.5% | +196.9% | -62.3% | +32.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling