+8,589.6%
JNJ vs IP
+327.4%
+8,262.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.5% | -0.8% |
| 7D | -1.0% | -5.0% | +3.9% | -0.2% |
| 30D | +6.9% | +6.5% | +0.4% | +5.7% |
| 3M | +6.2% | -18.0% | +24.3% | +9.5% |
| 6M | +22.0% | +10.3% | +11.7% | +19.3% |
| YTD | +33.7% | -9.9% | +43.6% | +34.1% |
| 1Y | +49.7% | -1.1% | +50.8% | +47.7% |
| 3Y | +96.0% | +13.0% | +82.9% | +84.3% |
| 5Y | +91.6% | -12.3% | +103.9% | +86.0% |
| 10Y | +210.5% | +26.8% | +183.7% | +174.1% |
| All | +8,589.6% | +327.4% | +8,262.2% | +4,671.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling