+897.7%
JNJ vs IAG
+377.5%
+520.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -1.1% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | +7.4% | +28.9% | -21.5% | +6.8% |
| 3M | +21.2% | +19.1% | +2.1% | +20.6% |
| 6M | +13.4% | -10.3% | +23.7% | +13.4% |
| YTD | +35.1% | +24.2% | +10.9% | +34.1% |
| 1Y | +57.4% | +116.5% | -59.1% | +54.3% |
| 3Y | +86.8% | +742.8% | -656.0% | +76.5% |
| 5Y | +80.8% | +753.3% | -672.5% | +69.3% |
| 10Y | +202.7% | +403.2% | -200.5% | +181.8% |
| All | +897.7% | +377.5% | +520.3% | +777.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 all: compounded portfolio wealth divided by compounded IAG 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…
all analysis · Full analysis span regression · 6 months rolling