+5,944.0%
JNJ vs IT
+5,645.5%
+298.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.4% | +5.2% | -1.5% |
| 7D | -0.8% | -9.1% | +8.4% | +0.1% |
| 30D | +4.3% | -7.0% | +11.3% | +5.0% |
| 3M | +16.5% | +7.6% | +8.9% | +15.1% |
| 6M | +13.1% | +2.1% | +11.0% | +11.9% |
| YTD | +32.1% | -31.6% | +63.7% | +35.4% |
| 1Y | +54.5% | -29.9% | +84.4% | +57.5% |
| 3Y | +82.5% | -51.3% | +133.8% | +91.1% |
| 5Y | +80.0% | -44.8% | +124.8% | +84.3% |
| 10Y | +195.7% | +91.4% | +104.3% | +162.5% |
| All | +5,944.0% | +5,645.5% | +298.5% | +4,165.2% |
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 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