+99.6%
JNJ vs IBB
+41.1%
+58.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.6% | +1.4% |
| 7D | +4.3% | +2.7% | +1.6% | +3.5% |
| 30D | +7.9% | +6.3% | +1.6% | +6.1% |
| 3M | +9.4% | +11.1% | -1.7% | +6.2% |
| 6M | +28.8% | +29.2% | -0.4% | +20.3% |
| YTD | +38.5% | +30.2% | +8.3% | +28.9% |
| 1Y | +54.6% | +39.5% | +15.1% | +41.3% |
| 3Y | +108.4% | +92.3% | +16.1% | +75.1% |
| 5Y | +99.6% | +43.0% | +56.6% | +64.4% |
| All | +99.6% | +41.1% | +58.5% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling