+83.4%
JNJ vs ICE
+38.6%
+44.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -4.3% | -5.3% | +1.0% | -3.3% |
| 30D | +3.0% | +3.0% | 0.0% | +2.4% |
| 3M | +12.2% | +11.4% | +0.8% | +9.7% |
| 6M | +10.5% | -2.0% | +12.5% | +10.6% |
| YTD | +30.8% | -3.1% | +33.9% | +30.8% |
| 1Y | +54.9% | -8.4% | +63.3% | +56.9% |
| 3Y | +80.7% | +40.7% | +39.9% | +65.0% |
| 5Y | +83.4% | +40.0% | +43.5% | +63.7% |
| All | +83.4% | +38.6% | +44.8% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 5y: compounded portfolio wealth divided by compounded ICE 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…
5y analysis · Full analysis span regression · 6 months rolling