+221.6%
JNJ vs EAT
+320.8%
-99.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +3.5% | -4.0% | +7.4% | +3.6% |
| 30D | +12.5% | -2.9% | +15.4% | +12.6% |
| 3M | +9.6% | -16.9% | +26.5% | +10.2% |
| 6M | +25.3% | +57.0% | -31.6% | +22.9% |
| YTD | +40.3% | +38.2% | +2.1% | +38.0% |
| 1Y | +49.6% | +69.3% | -19.6% | +46.0% |
| 3Y | +110.8% | +483.0% | -372.2% | +92.3% |
| 5Y | +99.1% | +364.1% | -265.0% | +81.5% |
| All | +221.6% | +320.8% | -99.1% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling