+193.4%
JNJ vs EL
+25.3%
+168.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | 0.0% |
| 7D | -4.3% | -4.4% | 0.0% | -3.9% |
| 30D | +3.0% | +10.3% | -7.2% | +1.7% |
| 3M | +12.2% | +13.4% | -1.1% | +10.3% |
| 6M | +10.5% | +3.1% | +7.4% | +9.4% |
| YTD | +30.8% | -6.9% | +37.7% | +30.3% |
| 1Y | +54.9% | +11.9% | +43.0% | +50.2% |
| 3Y | +80.7% | -33.8% | +114.5% | +85.1% |
| 5Y | +83.4% | -69.0% | +152.4% | +116.6% |
| All | +193.4% | +25.3% | +168.1% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling