+791.1%
JNJ vs EEM
+862.7%
-71.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -0.8% | +3.1% | -3.8% | -1.6% |
| 30D | +4.3% | +4.9% | -0.5% | +3.0% |
| 3M | +16.5% | +5.2% | +11.3% | +14.3% |
| 6M | +13.1% | +20.7% | -7.6% | +6.5% |
| YTD | +32.1% | +26.5% | +5.7% | +22.6% |
| 1Y | +54.5% | +37.8% | +16.6% | +39.8% |
| 3Y | +82.5% | +91.0% | -8.4% | +49.8% |
| 5Y | +80.0% | +47.0% | +33.0% | +57.3% |
| 10Y | +195.7% | +125.6% | +70.1% | +124.4% |
| All | +791.1% | +862.7% | -71.6% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling