+143.5%
IWM vs JNJ
+216.3%
-72.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +1.4% | +3.5% | -2.0% | +0.2% |
| 30D | +2.3% | +12.5% | -10.3% | -2.1% |
| 3M | -8.3% | +9.6% | -17.9% | -11.6% |
| 6M | -1.3% | +25.3% | -26.7% | -10.1% |
| YTD | +13.5% | +40.3% | -26.8% | -1.5% |
| 1Y | +18.4% | +49.6% | -31.2% | 0.0% |
| 3Y | +69.6% | +110.8% | -41.2% | +21.5% |
| 5Y | +23.3% | +99.1% | -75.8% | -10.6% |
| All | +143.5% | +216.3% | -72.7% | +48.0% |
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