+196.5%
JNJ vs IBB
+122.2%
+74.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -3.0% | -3.9% | +0.9% | -1.6% |
| 30D | +2.5% | +2.7% | -0.2% | +1.5% |
| 3M | +13.2% | +21.4% | -8.1% | +6.0% |
| 6M | +11.3% | +20.1% | -8.8% | +4.3% |
| YTD | +31.1% | +21.9% | +9.3% | +22.1% |
| 1Y | +54.3% | +44.1% | +10.2% | +35.6% |
| 3Y | +81.1% | +63.4% | +17.8% | +50.9% |
| 5Y | +82.7% | +19.8% | +63.0% | +68.5% |
| 10Y | +196.5% | +127.0% | +69.5% | +106.9% |
| All | +196.5% | +122.2% | +74.2% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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