+80.0%
JNJ vs IVV
+82.2%
-2.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | +4.3% | -1.0% | +5.3% | +4.5% |
| 3M | +16.5% | +3.9% | +12.6% | +15.7% |
| 6M | +13.1% | +14.5% | -1.4% | +10.2% |
| YTD | +32.1% | +12.9% | +19.2% | +28.9% |
| 1Y | +54.5% | +19.4% | +35.1% | +49.0% |
| 3Y | +82.5% | +78.8% | +3.7% | +56.9% |
| 5Y | +80.0% | +82.2% | -2.2% | +49.6% |
| All | +80.0% | +82.2% | -2.2% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling