+221.6%
JNJ vs IP
+20.8%
+200.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.6% |
| 7D | +3.5% | -0.3% | +3.7% | +3.5% |
| 30D | +12.5% | +7.9% | +4.6% | +11.1% |
| 3M | +9.6% | -15.3% | +24.9% | +12.3% |
| 6M | +25.3% | +10.5% | +14.8% | +22.5% |
| YTD | +40.3% | -9.4% | +49.7% | +40.6% |
| 1Y | +49.6% | -4.6% | +54.3% | +48.5% |
| 3Y | +110.8% | +21.2% | +89.5% | +91.1% |
| 5Y | +99.1% | -13.3% | +112.4% | +92.7% |
| All | +221.6% | +20.8% | +200.8% | +187.6% |
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