+193.4%
JNJ vs ED
+109.0%
+84.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -4.3% | -1.9% | -2.5% | -3.6% |
| 30D | +3.0% | +0.1% | +2.9% | +3.0% |
| 3M | +12.2% | 0.0% | +12.2% | +12.3% |
| 6M | +10.5% | -2.5% | +13.0% | +11.6% |
| YTD | +30.8% | +10.1% | +20.7% | +25.5% |
| 1Y | +54.9% | +13.6% | +41.3% | +46.6% |
| 3Y | +80.7% | +32.4% | +48.2% | +59.5% |
| 5Y | +83.4% | +69.9% | +13.6% | +44.9% |
| All | +193.4% | +109.0% | +84.3% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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