+206.6%
JNJ vs INVH
+75.5%
+131.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -4.3% | -3.1% | -1.2% | -3.5% |
| 30D | +3.0% | -7.5% | +10.5% | +5.2% |
| 3M | +12.2% | -6.3% | +18.5% | +14.2% |
| 6M | +10.5% | +9.4% | +1.0% | +7.8% |
| YTD | +30.8% | +1.4% | +29.4% | +29.9% |
| 1Y | +54.9% | -4.1% | +59.0% | +56.1% |
| 3Y | +80.7% | -9.2% | +89.8% | +82.8% |
| 5Y | +83.4% | -19.6% | +103.0% | +89.3% |
| All | +206.6% | +75.5% | +131.1% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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