+83.4%
JNJ vs EFX
-37.1%
+120.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -4.3% | -11.1% | +6.8% | -3.5% |
| 30D | +3.0% | -7.4% | +10.4% | +3.6% |
| 3M | +12.2% | +1.5% | +10.7% | +12.0% |
| 6M | +10.5% | -13.7% | +24.2% | +11.4% |
| YTD | +30.8% | -21.9% | +52.6% | +32.6% |
| 1Y | +54.9% | -30.8% | +85.7% | +58.6% |
| 3Y | +80.7% | -12.4% | +93.0% | +79.6% |
| 5Y | +83.4% | -35.9% | +119.4% | +81.2% |
| All | +83.4% | -37.1% | +120.5% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling