+83.7%
JNJ vs INTU
-38.8%
+122.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -1.1% |
| 7D | +2.7% | -7.1% | +9.8% | +2.9% |
| 30D | +7.4% | +1.5% | +5.9% | +7.3% |
| 3M | +21.2% | +10.7% | +10.6% | +20.8% |
| 6M | +13.4% | -23.8% | +37.2% | +13.8% |
| YTD | +35.1% | -49.3% | +84.4% | +37.9% |
| 1Y | +57.4% | -49.7% | +107.1% | +60.6% |
| 3Y | +86.8% | -38.0% | +124.8% | +86.6% |
| All | +83.7% | -38.8% | +122.4% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling