+192.5%
JNJ vs IFF
-20.3%
+212.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -3.5% | -3.2% | -0.3% | -3.0% |
| 30D | +2.3% | -0.3% | +2.6% | +2.3% |
| 3M | +12.0% | +8.4% | +3.5% | +10.2% |
| 6M | +10.5% | +23.0% | -12.6% | +5.7% |
| YTD | +30.4% | +25.5% | +4.9% | +24.1% |
| 1Y | +52.1% | +29.1% | +23.1% | +43.9% |
| 3Y | +77.8% | +31.7% | +46.1% | +64.4% |
| 5Y | +82.9% | -35.2% | +118.1% | +93.5% |
| All | +192.5% | -20.3% | +212.8% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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