+18.9%
IWM vs JNJ
+51.2%
-32.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +1.6% |
| 7D | +1.0% | +1.9% | -1.0% | +1.0% |
| 30D | +0.2% | +9.2% | -9.0% | +0.6% |
| 3M | -5.6% | +8.9% | -14.5% | -5.1% |
| 6M | +2.7% | +24.6% | -21.8% | +2.9% |
| YTD | +16.2% | +35.7% | -19.5% | +17.1% |
| 1Y | +18.9% | +51.2% | -32.3% | +20.7% |
| All | +18.9% | +51.2% | -32.3% | +20.7% |
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