+192.5%
JNJ vs EAT
+374.9%
-182.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -3.5% | -7.7% | +4.2% | -3.2% |
| 30D | +2.3% | -13.6% | +15.9% | +2.9% |
| 3M | +12.0% | +33.9% | -21.9% | +10.6% |
| 6M | +10.5% | +47.2% | -36.7% | +8.6% |
| YTD | +30.4% | +48.1% | -17.7% | +28.0% |
| 1Y | +52.1% | +33.7% | +18.5% | +49.8% |
| 3Y | +77.8% | +595.8% | -518.0% | +61.1% |
| 5Y | +82.9% | +314.4% | -231.5% | +68.0% |
| All | +192.5% | +374.9% | -182.4% | +165.4% |
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