+2,362.2%
JNJ vs IRM
+9,964.6%
-7,602.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.4% |
| 7D | +2.7% | -0.5% | +3.1% | +2.7% |
| 30D | +7.4% | -8.1% | +15.5% | +8.5% |
| 3M | +21.2% | -9.7% | +30.9% | +22.6% |
| 6M | +13.4% | +10.0% | +3.4% | +11.3% |
| YTD | +35.1% | +43.0% | -7.9% | +27.5% |
| 1Y | +57.4% | +32.7% | +24.8% | +49.7% |
| 3Y | +86.8% | +102.7% | -16.0% | +64.6% |
| 5Y | +80.8% | +187.6% | -106.8% | +49.5% |
| 10Y | +202.7% | +420.1% | -217.4% | +123.4% |
| All | +2,362.2% | +9,964.6% | -7,602.4% | +1,209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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