-6.5%
IBM vs JNJ
+54.5%
-61.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -0.3% | -4.3% | +4.0% | -0.1% |
| 30D | -1.8% | +3.0% | -4.9% | -1.9% |
| 3M | -13.5% | +12.2% | -25.7% | -12.0% |
| 6M | -5.1% | +10.5% | -15.6% | -2.8% |
| YTD | -19.4% | +30.8% | -50.2% | -16.3% |
| 1Y | -6.5% | +54.9% | -61.5% | -0.2% |
| All | -6.5% | +54.5% | -61.0% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling