+78.8%
JNJ vs IT
-52.2%
+131.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -3.0% | -9.1% | +6.2% | -2.6% |
| 30D | +2.5% | -12.2% | +14.7% | +3.0% |
| 3M | +13.2% | +7.8% | +5.4% | +12.4% |
| 6M | +11.3% | +2.0% | +9.3% | +10.6% |
| YTD | +31.1% | -32.7% | +63.9% | +32.9% |
| 1Y | +54.3% | -31.1% | +85.4% | +55.9% |
| All | +78.8% | -52.2% | +131.0% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling