+52.6%
JNJ vs IGV
-10.4%
+63.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.4% |
| 7D | -4.3% | -5.4% | +1.0% | -5.2% |
| 30D | +3.0% | -2.6% | +5.6% | +2.7% |
| 3M | +12.2% | +10.5% | +1.7% | +14.3% |
| 6M | +10.5% | +18.2% | -7.7% | +13.8% |
| YTD | +30.8% | -4.2% | +35.0% | +30.2% |
| All | +52.6% | -10.4% | +63.0% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 1y: compounded portfolio wealth divided by compounded IGV 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…
1y analysis · Full analysis span regression · 6 months rolling