+9,018.2%
JNJ vs EAT
+10,017.9%
-999.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +3.5% | -4.0% | +7.4% | +3.8% |
| 30D | +12.5% | -2.9% | +15.4% | +12.7% |
| 3M | +9.6% | -16.9% | +26.5% | +10.9% |
| 6M | +25.3% | +57.0% | -31.6% | +20.5% |
| YTD | +40.3% | +38.2% | +2.1% | +35.7% |
| 1Y | +49.6% | +69.3% | -19.6% | +42.3% |
| 3Y | +110.8% | +483.0% | -372.2% | +77.6% |
| 5Y | +99.1% | +364.1% | -265.0% | +67.1% |
| 10Y | +216.6% | +320.8% | -104.2% | +150.3% |
| All | +9,018.2% | +10,017.9% | -999.7% | +3,746.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling