+2.3%
EWY vs JNJ
+16.2%
-13.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | -2.5% |
| 7D | +8.0% | -0.8% | +8.8% | +6.9% |
| 30D | +14.3% | +4.3% | +10.0% | +22.7% |
| 3M | +2.3% | +16.5% | -14.2% | +34.2% |
| All | +2.3% | +16.2% | -13.9% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 3mo: compounded portfolio wealth divided by compounded JNJ 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…
3mo analysis · Full analysis span regression · Available span rolling