+8,847.8%
JNJ vs ED
+2,474.3%
+6,373.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +1.5% | -0.9% | +2.4% | +1.8% |
| 30D | +6.3% | +11.2% | -4.9% | +2.0% |
| 3M | +8.5% | +11.8% | -3.3% | +3.7% |
| 6M | +28.0% | +14.1% | +13.9% | +21.5% |
| YTD | +37.7% | +23.0% | +14.7% | +26.9% |
| 1Y | +47.9% | +23.7% | +24.3% | +35.9% |
| 3Y | +107.4% | +47.7% | +59.6% | +77.0% |
| 5Y | +97.7% | +82.6% | +15.1% | +54.3% |
| 10Y | +210.7% | +141.8% | +68.9% | +112.7% |
| All | +8,847.8% | +2,474.3% | +6,373.4% | +2,095.4% |
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