+84.2%
JNJ vs EFV
+95.9%
-11.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -3.5% | -0.8% | -2.7% | -3.3% |
| 30D | +2.3% | +0.6% | +1.7% | +2.1% |
| 3M | +12.0% | +7.5% | +4.5% | +9.8% |
| 6M | +10.5% | +13.0% | -2.6% | +6.7% |
| YTD | +30.4% | +18.3% | +12.1% | +24.2% |
| 1Y | +52.1% | +26.7% | +25.4% | +42.2% |
| 3Y | +77.8% | +89.6% | -11.8% | +49.0% |
| All | +84.2% | +95.9% | -11.7% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling