+919.8%
JNJ vs IGV
+936.2%
-16.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | +3.5% | +2.3% | +1.1% | +2.9% |
| 30D | +12.5% | -6.0% | +18.5% | +14.0% |
| 3M | +9.6% | -4.8% | +14.4% | +10.4% |
| 6M | +25.3% | +14.2% | +11.1% | +20.1% |
| YTD | +40.3% | -4.2% | +44.5% | +39.5% |
| 1Y | +49.6% | -5.3% | +54.9% | +49.0% |
| 3Y | +110.8% | +38.8% | +72.0% | +85.0% |
| 5Y | +99.1% | +14.2% | +84.9% | +80.3% |
| 10Y | +216.6% | +357.6% | -141.0% | +80.7% |
| All | +919.8% | +936.2% | -16.4% | +301.3% |
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 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