+201.7%
JNJ vs IP
+23.2%
+178.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.5% |
| 7D | +2.7% | -5.3% | +7.9% | +3.5% |
| 30D | +7.4% | -10.9% | +18.2% | +9.2% |
| 3M | +21.2% | +11.2% | +10.1% | +18.6% |
| 6M | +13.4% | -10.2% | +23.6% | +14.5% |
| YTD | +35.1% | -2.0% | +37.1% | +33.9% |
| 1Y | +57.4% | -19.1% | +76.5% | +60.8% |
| 3Y | +86.8% | +20.9% | +65.9% | +70.5% |
| 5Y | +80.8% | -17.8% | +98.6% | +78.8% |
| All | +201.7% | +23.2% | +178.5% | +156.4% |
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