+9,018.2%
JNJ vs EIX
+1,175.7%
+7,842.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +3.5% | +1.4% | +2.1% | +3.2% |
| 30D | +12.5% | +8.5% | +4.0% | +11.0% |
| 3M | +9.6% | -13.5% | +23.0% | +11.4% |
| 6M | +25.3% | -12.4% | +37.7% | +27.0% |
| YTD | +40.3% | +5.9% | +34.4% | +37.3% |
| 1Y | +49.6% | +7.6% | +42.1% | +46.0% |
| 3Y | +110.8% | +12.8% | +98.0% | +101.7% |
| 5Y | +99.1% | +19.2% | +79.9% | +87.5% |
| 10Y | +216.6% | +34.9% | +181.7% | +183.4% |
| All | +9,018.2% | +1,175.7% | +7,842.4% | +4,434.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling