+57.4%
JNJ vs ITUB
+30.8%
+26.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.1% |
| 7D | +2.7% | +8.7% | -6.0% | +2.1% |
| 30D | +7.4% | -0.7% | +8.1% | +7.3% |
| 3M | +21.2% | +7.8% | +13.4% | +20.3% |
| 6M | +13.4% | -3.4% | +16.8% | +13.3% |
| YTD | +35.1% | +16.3% | +18.9% | +33.8% |
| 1Y | +57.4% | +29.8% | +27.6% | +53.7% |
| All | +57.4% | +30.8% | +26.7% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 1y: compounded portfolio wealth divided by compounded ITUB 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…
1y analysis · Full analysis span regression · 6 months rolling