+82.7%
JNJ vs ECL
+25.4%
+57.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.3% |
| 7D | -3.0% | -2.7% | -0.2% | -2.4% |
| 30D | +2.5% | -4.3% | +6.8% | +3.4% |
| 3M | +13.2% | +3.2% | +10.0% | +12.5% |
| 6M | +11.3% | -2.9% | +14.2% | +11.7% |
| YTD | +31.1% | +4.3% | +26.9% | +29.8% |
| 1Y | +54.3% | +1.6% | +52.7% | +53.4% |
| 3Y | +81.1% | +54.3% | +26.9% | +66.2% |
| 5Y | +82.7% | +26.5% | +56.2% | +73.6% |
| All | +82.7% | +25.4% | +57.3% | +73.6% |
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