+95.4%
JNJ vs EL
-65.0%
+160.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | +6.3% | +12.3% | -6.0% | +5.8% |
| 3M | +8.5% | +28.4% | -19.9% | +7.2% |
| 6M | +28.0% | +36.7% | -8.7% | +26.1% |
| YTD | +37.7% | +8.4% | +29.3% | +36.5% |
| 1Y | +47.9% | +25.4% | +22.5% | +45.5% |
| 3Y | +107.4% | +3.4% | +103.9% | +103.4% |
| All | +95.4% | -65.0% | +160.4% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling