+2,574.6%
IBM vs JNJ
+9,019.1%
-6,444.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -1.7% | +1.5% | -3.2% | -2.3% |
| 30D | +10.1% | +6.3% | +3.8% | +7.4% |
| 3M | +4.8% | +8.5% | -3.6% | +1.4% |
| 6M | +12.6% | +28.0% | -15.4% | +2.5% |
| YTD | -13.9% | +37.7% | -51.6% | -24.2% |
| 1Y | -18.7% | +47.9% | -66.6% | -30.4% |
| 3Y | +81.9% | +107.4% | -25.5% | +35.7% |
| 5Y | +148.3% | +97.7% | +50.6% | +87.7% |
| 10Y | +143.6% | +210.7% | -67.0% | +55.9% |
| All | +2,574.6% | +9,019.1% | -6,444.5% | +498.3% |
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 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