+178.1%
JNJ vs IR
+271.1%
-92.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | -4.5% | +1.0% | -3.0% |
| 30D | +2.3% | -13.9% | +16.2% | +4.1% |
| 3M | +12.0% | -0.3% | +12.3% | +11.8% |
| 6M | +10.5% | -14.3% | +24.8% | +12.1% |
| YTD | +30.4% | -7.9% | +38.3% | +30.9% |
| 1Y | +52.1% | -9.9% | +62.0% | +52.9% |
| 3Y | +77.8% | +6.5% | +71.3% | +71.6% |
| 5Y | +82.9% | +34.0% | +48.9% | +68.3% |
| All | +178.1% | +271.1% | -92.9% | +117.7% |
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