+100.9%
JNJ vs IT
-42.2%
+143.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +3.5% | +1.1% | +2.4% | +3.4% |
| 30D | +12.5% | -1.8% | +14.4% | +12.7% |
| 3M | +9.6% | +4.8% | +4.7% | +9.2% |
| 6M | +25.3% | +33.0% | -7.7% | +23.1% |
| YTD | +40.3% | -23.8% | +64.1% | +41.7% |
| 1Y | +49.6% | -16.5% | +66.2% | +50.1% |
| 3Y | +110.8% | -53.6% | +164.4% | +120.1% |
| All | +100.9% | -42.2% | +143.2% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling