+8,487.5%
JNJ vs EIX
+1,137.3%
+7,350.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -3.0% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | +4.3% | -13.5% | +17.9% | +6.1% |
| 3M | +16.5% | -15.3% | +31.7% | +18.8% |
| 6M | +13.1% | -15.3% | +28.5% | +15.3% |
| YTD | +32.1% | +2.7% | +29.4% | +30.1% |
| 1Y | +54.5% | +17.4% | +37.0% | +48.4% |
| 3Y | +82.5% | -1.3% | +83.9% | +78.7% |
| 5Y | +80.0% | +27.2% | +52.8% | +67.7% |
| 10Y | +195.7% | +22.7% | +172.9% | +168.8% |
| All | +8,487.5% | +1,137.3% | +7,350.2% | +4,195.2% |
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