+57.4%
JNJ vs INTU
-49.4%
+106.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -1.3% |
| 7D | +2.7% | -7.1% | +9.8% | +2.4% |
| 30D | +7.4% | +1.5% | +5.9% | +7.5% |
| 3M | +21.2% | +10.7% | +10.6% | +21.5% |
| 6M | +13.4% | -23.8% | +37.2% | +10.4% |
| YTD | +35.1% | -49.3% | +84.4% | +24.6% |
| 1Y | +57.4% | -49.7% | +107.1% | +45.2% |
| All | +57.4% | -49.4% | +106.8% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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