+97.7%
JNJ vs ED
+82.4%
+15.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +1.5% | -0.9% | +2.4% | +1.9% |
| 30D | +6.3% | +11.2% | -4.9% | +1.3% |
| 3M | +8.5% | +11.8% | -3.3% | +3.1% |
| 6M | +28.0% | +14.1% | +13.9% | +20.7% |
| YTD | +37.7% | +23.0% | +14.7% | +25.5% |
| 1Y | +47.9% | +23.7% | +24.3% | +34.5% |
| 3Y | +107.4% | +47.7% | +59.6% | +74.3% |
| 5Y | +97.7% | +82.6% | +15.1% | +50.8% |
| All | +97.7% | +82.4% | +15.4% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling