+1,250.3%
EWY vs JNJ
+1,136.6%
+113.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.9% |
| 7D | +6.7% | -3.0% | +9.6% | +8.3% |
| 30D | +17.0% | +2.5% | +14.4% | +15.0% |
| 3M | +3.7% | +13.2% | -9.6% | -4.8% |
| 6M | +42.5% | +11.3% | +31.2% | +31.5% |
| YTD | +96.2% | +31.1% | +65.1% | +65.2% |
| 1Y | +160.4% | +54.3% | +106.0% | +99.2% |
| 3Y | +231.7% | +81.1% | +150.5% | +125.9% |
| 5Y | +153.3% | +82.7% | +70.5% | +67.7% |
| 10Y | +308.8% | +196.5% | +112.3% | +90.8% |
| All | +1,250.3% | +1,136.6% | +113.8% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling