+693.9%
JNJ vs ICE
+2,331.7%
-1,637.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | +2.7% | -0.7% | +3.3% | +2.8% |
| 30D | +7.4% | +7.6% | -0.2% | +6.2% |
| 3M | +21.2% | +13.9% | +7.3% | +18.7% |
| 6M | +13.4% | -2.4% | +15.8% | +13.6% |
| YTD | +35.1% | +0.3% | +34.9% | +34.5% |
| 1Y | +57.4% | -6.4% | +63.9% | +58.3% |
| 3Y | +86.8% | +43.1% | +43.7% | +75.4% |
| 5Y | +80.8% | +42.1% | +38.7% | +68.9% |
| 10Y | +202.7% | +220.9% | -18.2% | +151.4% |
| All | +693.9% | +2,331.7% | -1,637.9% | +441.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling