+100.9%
JNJ vs ELF
+272.3%
-171.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.8% |
| 7D | +3.5% | +1.6% | +1.9% | +3.4% |
| 30D | +12.5% | +9.1% | +3.4% | +12.5% |
| 3M | +9.6% | +28.2% | -18.6% | +9.6% |
| 6M | +25.3% | +119.5% | -94.2% | +25.3% |
| YTD | +40.3% | +55.2% | -14.9% | +40.2% |
| 1Y | +49.6% | +58.6% | -8.9% | +49.6% |
| 3Y | +110.8% | +21.3% | +89.5% | +106.3% |
| All | +100.9% | +272.3% | -171.4% | +76.5% |
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