+83.4%
JNJ vs EAT
+308.2%
-224.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -4.3% | -6.2% | +1.9% | -4.3% |
| 30D | +3.0% | -3.0% | +6.0% | +3.1% |
| 3M | +12.2% | +45.6% | -33.4% | +11.8% |
| 6M | +10.5% | +53.5% | -43.1% | +9.9% |
| YTD | +30.8% | +49.6% | -18.8% | +30.2% |
| 1Y | +54.9% | +38.9% | +16.0% | +54.2% |
| 3Y | +80.7% | +589.7% | -509.0% | +74.9% |
| 5Y | +83.4% | +318.7% | -235.2% | +78.1% |
| All | +83.4% | +308.2% | -224.7% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling