+221.6%
JNJ vs ECHO
+144.4%
+77.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | +3.5% | +5.7% | -2.2% | +3.2% |
| 30D | +12.5% | +13.8% | -1.3% | +12.0% |
| 3M | +9.6% | +9.1% | +0.5% | +9.1% |
| 6M | +25.3% | -24.9% | +50.3% | +26.3% |
| YTD | +40.3% | -8.0% | +48.3% | +40.0% |
| 1Y | +49.6% | +42.9% | +6.8% | +46.9% |
| 3Y | +110.8% | +926.7% | -815.9% | +74.1% |
| 5Y | +99.1% | +230.4% | -131.2% | +85.0% |
| All | +221.6% | +144.4% | +77.3% | +216.7% |
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