+97.6%
JNJ vs ECL
+37.9%
+59.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | +14.0% | +6.6% | +7.5% | +12.6% |
| 3M | +9.2% | +9.6% | -0.4% | +7.2% |
| 6M | +27.8% | +21.6% | +6.2% | +22.9% |
| YTD | +39.2% | +16.9% | +22.3% | +34.8% |
| 1Y | +49.1% | +17.9% | +31.3% | +44.1% |
| 3Y | +109.7% | +76.5% | +33.2% | +88.0% |
| 5Y | +97.6% | +36.6% | +60.9% | +85.7% |
| All | +97.6% | +37.9% | +59.7% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling