+193.4%
JNJ vs IBN
+316.4%
-123.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -4.3% | -5.5% | +1.1% | -3.5% |
| 30D | +3.0% | -3.4% | +6.4% | +3.6% |
| 3M | +12.2% | +8.7% | +3.6% | +10.7% |
| 6M | +10.5% | +3.7% | +6.7% | +9.6% |
| YTD | +30.8% | -2.4% | +33.2% | +30.9% |
| 1Y | +54.9% | -8.1% | +63.0% | +56.5% |
| 3Y | +80.7% | +26.3% | +54.3% | +72.4% |
| 5Y | +83.4% | +54.9% | +28.5% | +67.9% |
| All | +193.4% | +316.4% | -123.1% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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