+54.9%
JNJ vs EIX
+9.7%
+45.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -4.3% | +0.8% | -5.1% | -4.4% |
| 30D | +3.0% | -18.8% | +21.8% | +4.8% |
| 3M | +12.2% | -19.7% | +31.9% | +14.4% |
| 6M | +10.5% | -18.2% | +28.7% | +12.2% |
| YTD | +30.8% | -1.7% | +32.5% | +30.1% |
| 1Y | +54.9% | +7.8% | +47.2% | +52.4% |
| All | +54.9% | +9.7% | +45.2% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling