+192.5%
JNJ vs EFA
+146.6%
+45.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -3.5% | -1.5% | -2.0% | -2.9% |
| 30D | +2.3% | -1.7% | +4.0% | +3.0% |
| 3M | +12.0% | +3.5% | +8.5% | +10.2% |
| 6M | +10.5% | +9.5% | +1.0% | +5.8% |
| YTD | +30.4% | +12.9% | +17.5% | +23.1% |
| 1Y | +52.1% | +18.2% | +33.9% | +40.6% |
| 3Y | +77.8% | +64.8% | +13.0% | +39.6% |
| 5Y | +82.9% | +53.9% | +29.0% | +48.0% |
| All | +192.5% | +146.6% | +45.9% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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