+192.6%
JNJ vs ELF
+299.0%
-106.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.1% |
| 7D | -4.3% | -10.8% | +6.5% | -4.0% |
| 30D | +3.0% | +0.8% | +2.2% | +3.0% |
| 3M | +12.2% | +64.8% | -52.5% | +10.4% |
| 6M | +10.5% | +19.0% | -8.5% | +9.6% |
| YTD | +30.8% | +25.9% | +4.8% | +29.4% |
| 1Y | +54.9% | -28.8% | +83.7% | +55.6% |
| 3Y | +80.7% | -29.6% | +110.3% | +78.0% |
| 5Y | +83.4% | +216.2% | -132.8% | +61.7% |
| All | +192.6% | +299.0% | -106.4% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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