+84.2%
JNJ vs IGV
+20.8%
+63.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -3.5% | -2.9% | -0.6% | -3.6% |
| 30D | +2.3% | -1.5% | +3.8% | +2.3% |
| 3M | +12.0% | +11.7% | +0.3% | +12.2% |
| 6M | +10.5% | +18.4% | -8.0% | +10.7% |
| YTD | +30.4% | -3.9% | +34.3% | +31.0% |
| 1Y | +52.1% | -9.7% | +61.8% | +52.9% |
| 3Y | +77.8% | +38.4% | +39.4% | +74.1% |
| All | +84.2% | +20.8% | +63.4% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling