+192.5%
JNJ vs ECHO
+197.5%
-5.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -3.5% | +3.7% | -7.2% | -3.6% |
| 30D | +2.3% | +0.7% | +1.6% | +2.3% |
| 3M | +12.0% | -27.3% | +39.3% | +13.1% |
| 6M | +10.5% | -17.0% | +27.4% | +10.9% |
| YTD | +30.4% | -14.3% | +44.7% | +30.6% |
| 1Y | +52.1% | +20.9% | +31.2% | +50.3% |
| 3Y | +77.8% | +423.0% | -345.2% | +56.3% |
| 5Y | +82.9% | +265.7% | -182.8% | +65.6% |
| All | +192.5% | +197.5% | -5.0% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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