+108.4%
JNJ vs IVV
+78.4%
+30.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +2.1% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +7.9% | -3.3% | +11.2% | +7.8% |
| 3M | +9.4% | -2.4% | +11.7% | +9.3% |
| 6M | +28.8% | +2.6% | +26.2% | +28.8% |
| YTD | +38.5% | +11.3% | +27.2% | +38.0% |
| 1Y | +54.6% | +13.4% | +41.2% | +53.9% |
| 3Y | +108.4% | +80.3% | +28.1% | +94.6% |
| All | +108.4% | +78.4% | +30.0% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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