+38.2%
IWM vs JNJ
+79.4%
-41.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -1.1% | -3.0% | +1.8% | -0.7% |
| 30D | -3.1% | +2.5% | -5.6% | -3.5% |
| 3M | +2.2% | +13.2% | -11.0% | -0.2% |
| 6M | +15.1% | +11.3% | +3.8% | +12.7% |
| YTD | +18.6% | +31.1% | -12.6% | +12.2% |
| 1Y | +24.0% | +54.3% | -30.3% | +13.2% |
| 3Y | +63.7% | +81.1% | -17.4% | +42.9% |
| 5Y | +38.2% | +82.7% | -44.5% | +24.7% |
| All | +38.2% | +79.4% | -41.2% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling