+52.1%
JNJ vs INDA
-8.4%
+60.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.3% |
| 7D | -3.5% | -2.7% | -0.8% | -3.3% |
| 30D | +2.3% | -2.8% | +5.1% | +2.5% |
| 3M | +12.0% | +1.6% | +10.4% | +11.6% |
| 6M | +10.5% | -1.4% | +11.9% | +10.2% |
| YTD | +30.4% | -10.1% | +40.5% | +30.6% |
| 1Y | +52.1% | -8.8% | +60.9% | +53.1% |
| All | +52.1% | -8.4% | +60.6% | +53.1% |
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