+82.7%
JNJ vs ELF
+230.6%
-147.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -3.0% | -6.8% | +3.8% | -2.9% |
| 30D | +2.5% | +5.1% | -2.6% | +2.5% |
| 3M | +13.2% | +79.8% | -66.5% | +13.2% |
| 6M | +11.3% | +29.7% | -18.4% | +11.3% |
| YTD | +31.1% | +31.6% | -0.5% | +31.0% |
| 1Y | +54.3% | -27.9% | +82.2% | +54.4% |
| 3Y | +81.1% | -26.4% | +107.6% | +79.7% |
| 5Y | +82.7% | +235.6% | -152.9% | +60.2% |
| All | +82.7% | +230.6% | -147.9% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling