+54.9%
JNJ vs IR
-8.2%
+63.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -4.3% | -3.1% | -1.3% | -4.2% |
| 30D | +3.0% | -14.0% | +17.0% | +3.5% |
| 3M | +12.2% | +3.7% | +8.5% | +11.9% |
| 6M | +10.5% | -15.4% | +25.8% | +11.2% |
| YTD | +30.8% | -7.7% | +38.4% | +31.1% |
| 1Y | +54.9% | -8.8% | +63.8% | +55.4% |
| All | +54.9% | -8.2% | +63.1% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling