+192.5%
JNJ vs IT
+103.1%
+89.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.5% | -0.9% |
| 7D | -3.5% | -3.7% | +0.2% | -3.1% |
| 30D | +2.3% | +0.1% | +2.2% | +2.2% |
| 3M | +12.0% | +20.7% | -8.7% | +8.8% |
| 6M | +10.5% | +12.0% | -1.5% | +7.8% |
| YTD | +30.4% | -28.8% | +59.2% | +34.5% |
| 1Y | +52.1% | -25.5% | +77.7% | +55.4% |
| 3Y | +77.8% | -48.8% | +126.6% | +88.5% |
| 5Y | +82.9% | -42.7% | +125.6% | +86.8% |
| All | +192.5% | +103.1% | +89.4% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling