+192.5%
JNJ vs EEM
+133.3%
+59.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.6% |
| 7D | -3.5% | -1.3% | -2.3% | -3.2% |
| 30D | +2.3% | +2.1% | +0.2% | +1.8% |
| 3M | +12.0% | +1.0% | +11.0% | +11.2% |
| 6M | +10.5% | +15.9% | -5.4% | +5.1% |
| YTD | +30.4% | +24.6% | +5.8% | +21.4% |
| 1Y | +52.1% | +32.3% | +19.9% | +39.1% |
| 3Y | +77.8% | +85.9% | -8.1% | +45.6% |
| 5Y | +82.9% | +45.4% | +37.5% | +62.0% |
| All | +192.5% | +133.3% | +59.3% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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