+860.5%
JNJ vs IGV
+951.3%
-90.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | -0.8% | -3.3% | +2.6% | 0.0% |
| 30D | +4.3% | 0.0% | +4.4% | +4.1% |
| 3M | +16.5% | +7.3% | +9.1% | +14.0% |
| 6M | +13.1% | +16.7% | -3.6% | +7.8% |
| YTD | +32.1% | -2.8% | +35.0% | +31.3% |
| 1Y | +54.5% | -6.7% | +61.2% | +54.6% |
| 3Y | +82.5% | +41.1% | +41.4% | +59.8% |
| 5Y | +80.0% | +22.0% | +58.0% | +60.1% |
| 10Y | +195.7% | +357.9% | -162.3% | +69.2% |
| All | +860.5% | +951.3% | -90.8% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling