+43.4%
JNJ vs IRE
-82.8%
+126.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.2% | -12.5% | -2.0% |
| 7D | -0.8% | +58.9% | -59.7% | +0.3% |
| 30D | +4.3% | +17.2% | -12.8% | +5.0% |
| 3M | +16.5% | -58.6% | +75.1% | +17.2% |
| 6M | +13.1% | -23.5% | +36.6% | +14.9% |
| YTD | +32.1% | -47.4% | +79.6% | +35.7% |
| All | +43.4% | -82.8% | +126.3% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling