+8,682.5%
JNJ vs EAT
+11,644.8%
-2,962.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +7.4% | +1.9% | +5.5% | +7.1% |
| 3M | +21.2% | +68.7% | -47.4% | +16.2% |
| 6M | +13.4% | +66.9% | -53.5% | +8.4% |
| YTD | +35.1% | +60.4% | -25.3% | +29.4% |
| 1Y | +57.4% | +44.0% | +13.4% | +51.7% |
| 3Y | +86.8% | +604.7% | -517.9% | +55.1% |
| 5Y | +80.8% | +347.0% | -266.2% | +52.6% |
| 10Y | +202.7% | +390.8% | -188.0% | +136.8% |
| All | +8,682.5% | +11,644.8% | -2,962.3% | +3,569.1% |
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 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