+57.4%
JNJ vs ITW
+5.8%
+51.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | +2.7% | -3.6% | +6.2% | +3.4% |
| 30D | +7.4% | -9.1% | +16.5% | +9.3% |
| 3M | +21.2% | +8.2% | +13.0% | +19.4% |
| 6M | +13.4% | -4.8% | +18.2% | +14.4% |
| YTD | +35.1% | +11.0% | +24.1% | +32.1% |
| 1Y | +57.4% | +4.2% | +53.2% | +58.1% |
| All | +57.4% | +5.8% | +51.7% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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