+47.2%
JNJ vs IRE
-97.2%
+144.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +39.6% | -38.2% | +2.3% |
| 7D | +1.1% | -27.2% | +28.3% | +0.7% |
| 30D | +6.9% | -75.1% | +82.0% | +4.4% |
| 3M | +8.0% | -77.9% | +85.9% | +5.7% |
| 6M | +24.3% | -94.6% | +118.9% | +21.1% |
| YTD | +35.6% | -91.5% | +127.2% | +34.9% |
| 1Y | +51.1% | -97.8% | +148.9% | +46.1% |
| All | +47.2% | -97.2% | +144.4% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling