+1,277.2%
JNJ vs EBAY
+12,410.8%
-11,133.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.7% |
| 7D | -3.0% | -3.0% | 0.0% | -2.8% |
| 30D | +2.5% | -3.6% | +6.1% | +2.7% |
| 3M | +13.2% | -4.4% | +17.7% | +13.5% |
| 6M | +11.3% | +12.1% | -0.8% | +10.3% |
| YTD | +31.1% | +19.9% | +11.2% | +29.2% |
| 1Y | +54.3% | +13.4% | +41.0% | +52.4% |
| 3Y | +81.1% | +150.5% | -69.3% | +68.7% |
| 5Y | +82.7% | +54.8% | +27.9% | +74.4% |
| 10Y | +196.5% | +268.1% | -71.6% | +165.5% |
| All | +1,277.2% | +12,410.8% | -11,133.6% | +1,006.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling