+52.1%
JNJ vs EEM
+33.3%
+18.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.1% |
| 7D | -3.5% | -1.3% | -2.3% | -3.7% |
| 30D | +2.3% | +2.1% | +0.2% | +2.6% |
| 3M | +12.0% | +1.0% | +11.0% | +12.3% |
| 6M | +10.5% | +15.9% | -5.4% | +9.1% |
| YTD | +30.4% | +24.6% | +5.8% | +29.1% |
| 1Y | +52.1% | +32.3% | +19.9% | +51.2% |
| All | +52.1% | +33.3% | +18.8% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling