+188.3%
JNJ vs IR
+288.5%
-100.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | +2.7% | -2.8% | +5.5% | +3.0% |
| 30D | +7.4% | -15.1% | +22.5% | +9.4% |
| 3M | +21.2% | +6.1% | +15.2% | +20.1% |
| 6M | +13.4% | -16.8% | +30.2% | +15.5% |
| YTD | +35.1% | -3.5% | +38.7% | +34.9% |
| 1Y | +57.4% | -3.5% | +60.9% | +57.0% |
| 3Y | +86.8% | +9.5% | +77.3% | +79.8% |
| 5Y | +80.8% | +45.1% | +35.7% | +64.6% |
| All | +188.3% | +288.5% | -100.3% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling