+2,705.9%
JNJ vs EL
+1,831.4%
+874.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +6.3% | +12.3% | -6.0% | +4.2% |
| 3M | +8.5% | +28.4% | -19.9% | +3.6% |
| 6M | +28.0% | +36.7% | -8.7% | +20.4% |
| YTD | +37.7% | +8.4% | +29.3% | +33.2% |
| 1Y | +47.9% | +25.4% | +22.5% | +39.2% |
| 3Y | +107.4% | +3.4% | +103.9% | +93.6% |
| 5Y | +97.7% | -64.8% | +162.5% | +123.0% |
| 10Y | +210.7% | +63.0% | +147.7% | +145.9% |
| All | +2,705.9% | +1,831.4% | +874.5% | +1,149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling