+49.6%
JNJ vs INTU
-47.1%
+96.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.8% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +12.5% | +10.1% | +2.5% | +12.8% |
| 3M | +9.6% | -4.2% | +13.8% | +9.4% |
| 6M | +25.3% | -7.2% | +32.6% | +23.9% |
| YTD | +40.3% | -47.7% | +88.0% | +28.5% |
| 1Y | +49.6% | -46.7% | +96.3% | +37.5% |
| All | +49.6% | -47.1% | +96.8% | +37.5% |
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