+193.4%
JNJ vs ECL
+155.8%
+37.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -4.3% | -2.6% | -1.7% | -3.5% |
| 30D | +3.0% | -4.6% | +7.6% | +4.5% |
| 3M | +12.2% | +6.0% | +6.3% | +10.1% |
| 6M | +10.5% | -3.0% | +13.4% | +11.2% |
| YTD | +30.8% | +4.0% | +26.8% | +28.6% |
| 1Y | +54.9% | +2.0% | +52.9% | +53.1% |
| 3Y | +80.7% | +53.9% | +26.7% | +54.4% |
| 5Y | +83.4% | +27.1% | +56.3% | +65.6% |
| All | +193.4% | +155.8% | +37.6% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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