+25.9%
IWM vs JNJ
+97.2%
-71.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | +1.9% | +6.3% | -4.5% | +0.9% |
| 3M | -5.7% | +8.5% | -14.2% | -7.0% |
| 6M | -0.3% | +28.0% | -28.3% | -4.9% |
| YTD | +15.8% | +37.7% | -21.9% | +8.7% |
| 1Y | +17.1% | +47.9% | -30.8% | +8.2% |
| 3Y | +73.1% | +107.4% | -34.3% | +46.0% |
| 5Y | +25.9% | +97.7% | -71.9% | +8.6% |
| All | +25.9% | +97.2% | -71.4% | +8.6% |
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