+210.7%
JNJ vs IBB
+133.2%
+77.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | +1.5% | -1.4% | +2.8% | +1.9% |
| 30D | +6.3% | +6.8% | -0.5% | +3.9% |
| 3M | +8.5% | +9.2% | -0.8% | +5.1% |
| 6M | +28.0% | +28.3% | -0.4% | +17.3% |
| YTD | +37.7% | +29.4% | +8.3% | +25.4% |
| 1Y | +47.9% | +33.2% | +14.8% | +33.4% |
| 3Y | +107.4% | +90.2% | +17.2% | +63.5% |
| 5Y | +97.7% | +44.0% | +53.8% | +70.0% |
| 10Y | +210.7% | +133.1% | +77.6% | +112.3% |
| All | +210.7% | +133.2% | +77.5% | +112.3% |
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