+192.5%
JNJ vs EFX
+42.6%
+150.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.5% | -4.5% | +1.0% | -2.8% |
| 30D | +2.3% | -6.1% | +8.4% | +3.2% |
| 3M | +12.0% | +6.2% | +5.8% | +10.7% |
| 6M | +10.5% | -11.2% | +21.7% | +11.8% |
| YTD | +30.4% | -21.4% | +51.8% | +33.9% |
| 1Y | +52.1% | -34.3% | +86.5% | +60.6% |
| 3Y | +77.8% | -12.5% | +90.3% | +74.9% |
| 5Y | +82.9% | -35.6% | +118.5% | +87.5% |
| All | +192.5% | +42.6% | +150.0% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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