+210.7%
JNJ vs IP
+22.3%
+188.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.5% | -2.8% | +4.3% | +1.9% |
| 30D | +6.3% | +9.2% | -2.9% | +4.8% |
| 3M | +8.5% | -16.1% | +24.6% | +11.3% |
| 6M | +28.0% | +9.6% | +18.4% | +25.3% |
| YTD | +37.7% | -8.8% | +46.5% | +37.8% |
| 1Y | +47.9% | -5.5% | +53.4% | +47.1% |
| 3Y | +107.4% | +19.6% | +87.8% | +88.8% |
| 5Y | +97.7% | -13.5% | +111.2% | +91.6% |
| 10Y | +210.7% | +22.4% | +188.2% | +185.2% |
| All | +210.7% | +22.3% | +188.4% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling