+5,676.4%
JNJ vs INTU
+17,078.7%
-11,402.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | +1.5% | -3.9% | +5.4% | +1.8% |
| 30D | +6.3% | +12.0% | -5.7% | +5.2% |
| 3M | +8.5% | +2.3% | +6.1% | +8.0% |
| 6M | +28.0% | -12.1% | +40.1% | +28.6% |
| YTD | +37.7% | -47.5% | +85.2% | +44.4% |
| 1Y | +47.9% | -46.9% | +94.8% | +54.9% |
| 3Y | +107.4% | -33.5% | +140.9% | +110.4% |
| 5Y | +97.7% | -41.2% | +139.0% | +100.0% |
| 10Y | +210.7% | +233.5% | -22.8% | +164.7% |
| All | +5,676.4% | +17,078.7% | -11,402.2% | +3,094.8% |
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 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