+192.5%
JNJ vs ITW
+194.8%
-2.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | +2.3% | -8.3% | +10.6% | +5.3% |
| 3M | +12.0% | +6.0% | +6.0% | +9.5% |
| 6M | +10.5% | 0.0% | +10.5% | +10.0% |
| YTD | +30.4% | +10.2% | +20.2% | +25.3% |
| 1Y | +52.1% | +3.2% | +48.9% | +49.4% |
| 3Y | +77.8% | +21.0% | +56.8% | +63.5% |
| 5Y | +82.9% | +37.9% | +45.0% | +56.7% |
| All | +192.5% | +194.8% | -2.3% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling