+1,482.6%
JNJ vs IBN
+1,760.3%
-277.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +3.5% | +1.9% | +1.6% | +3.3% |
| 30D | +12.5% | +22.1% | -9.6% | +10.4% |
| 3M | +9.6% | +17.1% | -7.5% | +7.8% |
| 6M | +25.3% | +35.5% | -10.2% | +21.6% |
| YTD | +40.3% | +16.8% | +23.5% | +37.9% |
| 1Y | +49.6% | +12.4% | +37.3% | +47.7% |
| 3Y | +110.8% | +58.0% | +52.7% | +100.5% |
| 5Y | +99.1% | +73.7% | +25.4% | +86.9% |
| 10Y | +216.6% | +385.6% | -169.0% | +163.9% |
| All | +1,482.6% | +1,760.3% | -277.7% | +1,034.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling