+108.4%
JNJ vs IP
+20.2%
+88.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +2.0% |
| 7D | +4.3% | -3.0% | +7.3% | +4.4% |
| 30D | +7.9% | +10.6% | -2.7% | +7.4% |
| 3M | +9.4% | -13.6% | +22.9% | +9.9% |
| 6M | +28.8% | +10.4% | +18.4% | +28.3% |
| YTD | +38.5% | -6.5% | +45.0% | +38.5% |
| 1Y | +54.6% | -2.1% | +56.7% | +54.3% |
| 3Y | +108.4% | +22.0% | +86.4% | +105.3% |
| All | +108.4% | +20.2% | +88.2% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling