+66.0%
IWM vs JNJ
+83.6%
-17.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.3% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | -2.3% | +4.3% | -6.6% | -2.7% |
| 3M | +4.0% | +16.5% | -12.5% | +2.1% |
| 6M | +17.9% | +13.1% | +4.8% | +16.3% |
| YTD | +20.2% | +32.1% | -11.9% | +15.9% |
| 1Y | +25.0% | +54.5% | -29.5% | +17.5% |
| 3Y | +66.0% | +82.5% | -16.5% | +49.1% |
| All | +66.0% | +83.6% | -17.7% | +49.1% |
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