+144.3%
IWM vs JNJ
+213.8%
-69.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.0% |
| 7D | +2.8% | +4.1% | -1.4% | +1.3% |
| 30D | +0.6% | +14.0% | -13.4% | -4.1% |
| 3M | -7.8% | +9.2% | -17.0% | -11.0% |
| 6M | -1.0% | +27.8% | -28.7% | -10.5% |
| YTD | +13.9% | +39.2% | -25.3% | -0.9% |
| 1Y | +15.4% | +49.1% | -33.7% | -2.4% |
| 3Y | +70.2% | +109.7% | -39.5% | +22.1% |
| 5Y | +23.7% | +97.6% | -73.9% | -10.0% |
| All | +144.3% | +213.8% | -69.5% | +48.9% |
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