+2,759.3%
JNJ vs EL
+1,821.4%
+937.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +3.5% | +1.5% | +1.9% | +3.2% |
| 30D | +12.5% | +10.0% | +2.5% | +10.7% |
| 3M | +9.6% | +28.4% | -18.8% | +4.6% |
| 6M | +25.3% | +37.1% | -11.7% | +17.9% |
| YTD | +40.3% | +7.8% | +32.5% | +35.9% |
| 1Y | +49.6% | +26.0% | +23.6% | +40.7% |
| 3Y | +110.8% | +3.8% | +107.0% | +96.6% |
| 5Y | +99.1% | -65.2% | +164.3% | +125.0% |
| 10Y | +216.6% | +62.1% | +154.4% | +150.8% |
| All | +2,759.3% | +1,821.4% | +937.9% | +1,174.1% |
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