+859.8%
JNJ vs EFA
+386.6%
+473.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.3% |
| 7D | -3.0% | -0.5% | -2.5% | -2.8% |
| 30D | +2.5% | -1.3% | +3.9% | +3.1% |
| 3M | +13.2% | +5.2% | +8.1% | +10.6% |
| 6M | +11.3% | +9.4% | +1.9% | +6.7% |
| YTD | +31.1% | +12.7% | +18.4% | +23.9% |
| 1Y | +54.3% | +19.3% | +35.1% | +42.3% |
| 3Y | +81.1% | +66.3% | +14.8% | +43.5% |
| 5Y | +82.7% | +53.4% | +29.4% | +48.0% |
| 10Y | +196.5% | +144.4% | +52.0% | +93.6% |
| All | +859.8% | +386.6% | +473.2% | +286.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling