+8,682.5%
JNJ vs ECL
+13,009.7%
-4,327.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +2.7% | -2.6% | +5.3% | +3.4% |
| 30D | +7.4% | -2.2% | +9.5% | +8.0% |
| 3M | +21.2% | +10.1% | +11.1% | +17.9% |
| 6M | +13.4% | -5.7% | +19.1% | +15.0% |
| YTD | +35.1% | +7.0% | +28.2% | +32.1% |
| 1Y | +57.4% | +2.7% | +54.8% | +55.5% |
| 3Y | +86.8% | +57.7% | +29.1% | +61.9% |
| 5Y | +80.8% | +31.1% | +49.7% | +62.0% |
| 10Y | +202.7% | +150.9% | +51.9% | +120.9% |
| All | +8,682.5% | +13,009.7% | -4,327.2% | +2,471.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling