+775.1%
JNJ vs ITUB
+1,959.7%
-1,184.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.5% |
| 7D | -0.8% | +8.2% | -9.0% | -1.7% |
| 30D | +4.3% | +4.7% | -0.4% | +3.7% |
| 3M | +16.5% | +13.0% | +3.5% | +14.6% |
| 6M | +13.1% | +4.2% | +9.0% | +12.3% |
| YTD | +32.1% | +18.6% | +13.6% | +28.8% |
| 1Y | +54.5% | +31.3% | +23.2% | +48.6% |
| 3Y | +82.5% | +124.9% | -42.4% | +63.0% |
| 5Y | +80.0% | +195.6% | -115.6% | +52.5% |
| 10Y | +195.7% | +196.4% | -0.7% | +138.5% |
| All | +775.1% | +1,959.7% | -1,184.6% | +446.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling