+1,029.6%
JNJ vs IBB
+577.3%
+452.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +5.5% | +0.8% | +4.7% | +5.2% |
| 30D | +7.4% | +5.2% | +2.2% | +5.7% |
| 3M | +7.8% | +8.6% | -0.8% | +4.9% |
| 6M | +28.2% | +27.8% | +0.4% | +18.7% |
| YTD | +37.9% | +28.8% | +9.1% | +27.0% |
| 1Y | +52.4% | +36.4% | +16.0% | +37.9% |
| 3Y | +107.7% | +89.3% | +18.3% | +68.5% |
| 5Y | +96.5% | +43.3% | +53.3% | +71.2% |
| 10Y | +208.3% | +130.6% | +77.6% | +126.5% |
| All | +1,029.6% | +577.3% | +452.3% | +388.3% |
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 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