+5,590.1%
JNJ vs INTU
+17,021.5%
-11,431.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.2% | +1.8% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +6.9% | +15.4% | -8.6% | +5.4% |
| 3M | +8.0% | +6.6% | +1.4% | +7.2% |
| 6M | +24.3% | -11.3% | +35.6% | +24.7% |
| YTD | +35.6% | -47.7% | +83.3% | +42.3% |
| 1Y | +51.1% | -47.0% | +98.1% | +58.2% |
| 3Y | +98.3% | -29.9% | +128.2% | +100.2% |
| 5Y | +94.3% | -42.2% | +136.6% | +96.9% |
| 10Y | +214.9% | +251.7% | -36.7% | +167.2% |
| All | +5,590.1% | +17,021.5% | -11,431.4% | +3,048.2% |
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 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