+1,007.3%
JNJ vs IBB
+560.8%
+446.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | +2.7% | +1.4% | +1.3% | +2.2% |
| 30D | +7.4% | +10.5% | -3.1% | +4.1% |
| 3M | +21.2% | +23.6% | -2.4% | +13.5% |
| 6M | +13.4% | +22.6% | -9.2% | +6.2% |
| YTD | +35.1% | +25.7% | +9.5% | +25.5% |
| 1Y | +57.4% | +51.4% | +6.1% | +38.0% |
| 3Y | +86.8% | +64.4% | +22.4% | +58.3% |
| 5Y | +80.8% | +22.1% | +58.7% | +65.5% |
| 10Y | +202.7% | +132.5% | +70.3% | +121.8% |
| All | +1,007.3% | +560.8% | +446.5% | +382.6% |
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