+83.4%
JNJ vs IT
-46.1%
+129.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.3% | -12.7% | +8.4% | -3.7% |
| 30D | +3.0% | -8.9% | +11.9% | +3.5% |
| 3M | +12.2% | +10.1% | +2.1% | +11.3% |
| 6M | +10.5% | +7.3% | +3.2% | +9.5% |
| YTD | +30.8% | -32.4% | +63.1% | +33.0% |
| 1Y | +54.9% | -26.6% | +81.6% | +56.3% |
| 3Y | +80.7% | -51.8% | +132.5% | +87.3% |
| 5Y | +83.4% | -45.6% | +129.0% | +86.3% |
| All | +83.4% | -46.1% | +129.5% | +86.3% |
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