+670.8%
JNJ vs EFV
+253.2%
+417.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -3.0% | -0.5% | -2.4% | -2.7% |
| 30D | +2.5% | 0.0% | +2.5% | +2.5% |
| 3M | +13.2% | +8.4% | +4.8% | +9.5% |
| 6M | +11.3% | +12.3% | -1.1% | +5.9% |
| YTD | +31.1% | +17.4% | +13.7% | +22.5% |
| 1Y | +54.3% | +27.1% | +27.2% | +39.6% |
| 3Y | +81.1% | +90.7% | -9.6% | +38.2% |
| 5Y | +82.7% | +95.6% | -12.9% | +36.4% |
| 10Y | +196.5% | +165.3% | +31.2% | +92.2% |
| All | +670.8% | +253.2% | +417.6% | +315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling