+47.9%
JNJ vs IP
-4.7%
+52.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +1.5% | -2.8% | +4.3% | +1.7% |
| 30D | +6.3% | +9.2% | -2.9% | +5.8% |
| 3M | +8.5% | -16.1% | +24.6% | +9.4% |
| 6M | +28.0% | +9.6% | +18.4% | +27.5% |
| YTD | +37.7% | -8.8% | +46.5% | +37.7% |
| 1Y | +47.9% | -5.5% | +53.4% | +47.1% |
| All | +47.9% | -4.7% | +52.7% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling