+9,018.2%
JNJ vs ED
+2,513.4%
+6,504.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | +3.5% | +2.1% | +1.4% | +2.6% |
| 30D | +12.5% | +10.4% | +2.1% | +8.2% |
| 3M | +9.6% | +12.5% | -3.0% | +4.5% |
| 6M | +25.3% | +14.9% | +10.4% | +18.7% |
| YTD | +40.3% | +24.8% | +15.5% | +28.5% |
| 1Y | +49.6% | +23.8% | +25.8% | +37.4% |
| 3Y | +110.8% | +51.6% | +59.1% | +78.1% |
| 5Y | +99.1% | +86.4% | +12.7% | +54.1% |
| 10Y | +216.6% | +145.4% | +71.1% | +115.5% |
| All | +9,018.2% | +2,513.4% | +6,504.8% | +2,124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling