+77.8%
JNJ vs ITUB
+120.9%
-43.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -3.5% | +2.2% | -5.7% | -3.7% |
| 30D | +2.3% | +12.6% | -10.3% | +1.4% |
| 3M | +12.0% | +6.4% | +5.6% | +11.3% |
| 6M | +10.5% | +0.6% | +9.9% | +10.2% |
| YTD | +30.4% | +18.8% | +11.5% | +28.3% |
| 1Y | +52.1% | +31.0% | +21.1% | +48.5% |
| 3Y | +77.8% | +118.1% | -40.3% | +64.3% |
| All | +77.8% | +120.9% | -43.1% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling