+49.7%
JNJ vs INDA
-7.4%
+57.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.0% | +5.5% | -6.6% | -1.4% |
| 30D | +6.9% | +7.0% | -0.2% | +6.5% |
| 3M | +6.2% | -0.6% | +6.8% | +6.3% |
| 6M | +22.0% | +1.7% | +20.3% | +21.8% |
| YTD | +33.7% | -7.5% | +41.2% | +33.9% |
| 1Y | +49.7% | -7.9% | +57.6% | +50.8% |
| All | +49.7% | -7.4% | +57.1% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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