+192.5%
JNJ vs EBAY
+285.8%
-93.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | -3.5% | +4.2% | -7.7% | -4.1% |
| 30D | +2.3% | +5.6% | -3.3% | +1.5% |
| 3M | +12.0% | -1.4% | +13.4% | +12.0% |
| 6M | +10.5% | +18.2% | -7.7% | +7.5% |
| YTD | +30.4% | +24.8% | +5.6% | +25.6% |
| 1Y | +52.1% | +18.0% | +34.1% | +47.1% |
| 3Y | +77.8% | +160.3% | -82.5% | +48.3% |
| 5Y | +82.9% | +62.1% | +20.7% | +63.6% |
| All | +192.5% | +285.8% | -93.3% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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