+78.3%
JNJ vs IGV
+38.0%
+40.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -4.3% | -5.4% | +1.0% | -4.9% |
| 30D | +3.0% | -2.6% | +5.6% | +2.8% |
| 3M | +12.2% | +10.5% | +1.7% | +13.5% |
| 6M | +10.5% | +18.2% | -7.7% | +12.6% |
| YTD | +30.8% | -4.2% | +35.0% | +31.4% |
| 1Y | +54.9% | -9.8% | +64.7% | +55.1% |
| All | +78.3% | +38.0% | +40.3% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling