+6,317.4%
JNJ vs IT
+6,296.6%
+20.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +3.5% | +1.1% | +2.4% | +3.3% |
| 30D | +12.5% | -1.8% | +14.4% | +12.6% |
| 3M | +9.6% | +4.8% | +4.7% | +8.7% |
| 6M | +25.3% | +33.0% | -7.7% | +20.8% |
| YTD | +40.3% | -23.8% | +64.1% | +41.8% |
| 1Y | +49.6% | -16.5% | +66.2% | +49.8% |
| 3Y | +110.8% | -53.6% | +164.4% | +121.5% |
| 5Y | +99.1% | -42.1% | +141.3% | +102.5% |
| 10Y | +216.6% | +90.1% | +126.5% | +180.4% |
| All | +6,317.4% | +6,296.6% | +20.8% | +4,368.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling