+724.2%
JNJ vs ICE
+2,600.8%
-1,876.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +3.5% | +3.6% | -0.2% | +2.9% |
| 30D | +12.5% | +15.1% | -2.5% | +10.1% |
| 3M | +9.6% | +15.4% | -5.8% | +7.1% |
| 6M | +25.3% | +16.1% | +9.2% | +22.3% |
| YTD | +40.3% | +11.4% | +28.9% | +37.4% |
| 1Y | +49.6% | +18.5% | +31.2% | +45.1% |
| 3Y | +110.8% | +70.5% | +40.2% | +92.7% |
| 5Y | +99.1% | +40.9% | +58.2% | +86.2% |
| 10Y | +216.6% | +260.6% | -44.0% | +158.2% |
| All | +724.2% | +2,600.8% | -1,876.6% | +453.2% |
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