+140.5%
IBM vs JNJ
+197.7%
-57.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.1% | +3.7% |
| 7D | +3.6% | -3.0% | +6.5% | +5.0% |
| 30D | +1.5% | +2.5% | -1.0% | +0.2% |
| 3M | -12.9% | +13.2% | -26.2% | -17.7% |
| 6M | -3.9% | +11.3% | -15.2% | -8.8% |
| YTD | -17.3% | +31.1% | -48.5% | -28.1% |
| 1Y | -5.0% | +54.3% | -59.3% | -24.1% |
| 3Y | +78.2% | +81.1% | -2.9% | +28.7% |
| 5Y | +120.6% | +82.7% | +37.9% | +56.7% |
| All | +140.5% | +197.7% | -57.2% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling