+82.5%
JNJ vs ECL
+58.2%
+24.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | +4.3% | -2.5% | +6.8% | +4.9% |
| 3M | +16.5% | +8.3% | +8.2% | +14.5% |
| 6M | +13.1% | -1.1% | +14.2% | +13.2% |
| YTD | +32.1% | +6.5% | +25.6% | +30.2% |
| 1Y | +54.5% | +2.1% | +52.4% | +53.3% |
| 3Y | +82.5% | +57.6% | +24.9% | +65.9% |
| All | +82.5% | +58.2% | +24.3% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling