+222.9%
EWY vs JNJ
+79.6%
+143.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.2% |
| 7D | -0.1% | -3.5% | +3.4% | -0.8% |
| 30D | +7.3% | +2.3% | +5.0% | +7.9% |
| 3M | -5.1% | +12.0% | -17.1% | -3.7% |
| 6M | +42.1% | +10.5% | +31.6% | +44.7% |
| YTD | +94.1% | +30.4% | +63.7% | +96.8% |
| 1Y | +147.8% | +52.1% | +95.7% | +149.8% |
| 3Y | +222.9% | +77.8% | +145.1% | +215.7% |
| All | +222.9% | +79.6% | +143.4% | +215.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling