+5,569.7%
JNJ vs INTU
+16,502.9%
-10,933.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -0.8% |
| 7D | +2.7% | -7.1% | +9.8% | +3.4% |
| 30D | +7.4% | +1.5% | +5.9% | +7.2% |
| 3M | +21.2% | +10.7% | +10.6% | +19.9% |
| 6M | +13.4% | -23.8% | +37.2% | +15.3% |
| YTD | +35.1% | -49.3% | +84.4% | +42.3% |
| 1Y | +57.4% | -49.7% | +107.1% | +65.8% |
| 3Y | +86.8% | -38.0% | +124.8% | +90.9% |
| 5Y | +80.8% | -38.7% | +119.5% | +82.2% |
| 10Y | +202.7% | +221.3% | -18.6% | +159.2% |
| All | +5,569.7% | +16,502.9% | -10,933.2% | +3,049.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling