+196.9%
JNJ vs IR
+334.2%
-137.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +4.1% | +4.3% | -0.1% | +3.6% |
| 30D | +14.0% | +8.1% | +6.0% | +13.0% |
| 3M | +9.2% | +0.7% | +8.5% | +9.0% |
| 6M | +27.8% | +16.6% | +11.2% | +25.1% |
| YTD | +39.2% | +7.8% | +31.4% | +37.1% |
| 1Y | +49.1% | +9.9% | +39.2% | +46.4% |
| 3Y | +109.7% | +25.2% | +84.5% | +98.6% |
| 5Y | +97.6% | +46.8% | +50.8% | +80.4% |
| All | +196.9% | +334.2% | -137.2% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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