+8,487.5%
JNJ vs EFX
+6,208.7%
+2,278.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -1.7% |
| 7D | -0.8% | -7.8% | +7.1% | +0.6% |
| 30D | +4.3% | -5.7% | +10.0% | +5.3% |
| 3M | +16.5% | +2.5% | +14.0% | +15.6% |
| 6M | +13.1% | -16.7% | +29.8% | +16.0% |
| YTD | +32.1% | -20.2% | +52.3% | +35.8% |
| 1Y | +54.5% | -31.4% | +85.9% | +62.7% |
| 3Y | +82.5% | -10.5% | +93.0% | +79.7% |
| 5Y | +80.0% | -35.2% | +115.2% | +84.3% |
| 10Y | +195.7% | +40.2% | +155.5% | +153.5% |
| All | +8,487.5% | +6,208.7% | +2,278.8% | +3,520.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling