+192.5%
JNJ vs EFV
+169.9%
+22.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -3.5% | -0.8% | -2.7% | -3.2% |
| 30D | +2.3% | +0.6% | +1.7% | +2.0% |
| 3M | +12.0% | +7.5% | +4.5% | +8.5% |
| 6M | +10.5% | +13.0% | -2.6% | +4.6% |
| YTD | +30.4% | +18.3% | +12.1% | +20.9% |
| 1Y | +52.1% | +26.7% | +25.4% | +36.8% |
| 3Y | +77.8% | +89.6% | -11.8% | +32.8% |
| 5Y | +82.9% | +98.2% | -15.3% | +32.5% |
| All | +192.5% | +169.9% | +22.6% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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