+1,028.1%
JNJ vs IBB
+580.2%
+447.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +8.5% | +9.2% | -0.8% | +5.4% |
| 6M | +28.0% | +28.3% | -0.4% | +18.3% |
| YTD | +37.7% | +29.4% | +8.3% | +26.6% |
| 1Y | +47.9% | +33.2% | +14.8% | +34.8% |
| 3Y | +107.4% | +90.2% | +17.2% | +68.0% |
| 5Y | +97.7% | +44.0% | +53.8% | +71.9% |
| 10Y | +210.7% | +133.1% | +77.6% | +127.6% |
| All | +1,028.1% | +580.2% | +447.9% | +386.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling