+82.7%
JNJ vs EIX
+24.3%
+58.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.2% |
| 7D | -3.0% | +4.1% | -7.0% | -3.7% |
| 30D | +2.5% | -15.3% | +17.8% | +4.6% |
| 3M | +13.2% | -18.4% | +31.7% | +16.4% |
| 6M | +11.3% | -16.8% | +28.1% | +13.8% |
| YTD | +31.1% | -0.6% | +31.7% | +29.1% |
| 1Y | +54.3% | +10.7% | +43.7% | +48.4% |
| 3Y | +81.1% | -4.5% | +85.6% | +78.1% |
| 5Y | +82.7% | +24.0% | +58.7% | +64.1% |
| All | +82.7% | +24.3% | +58.4% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling