+72.4%
IBM vs JNJ
+83.6%
-11.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | -1.5% | +4.3% | -5.8% | -2.1% |
| 3M | -16.8% | +16.5% | -33.3% | -17.8% |
| 6M | -9.0% | +13.1% | -22.2% | -9.8% |
| YTD | -20.1% | +32.1% | -52.2% | -23.0% |
| 1Y | -7.0% | +54.5% | -61.5% | -13.2% |
| 3Y | +72.4% | +82.5% | -10.1% | +54.8% |
| All | +72.4% | +83.6% | -11.3% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling