+213.9%
JNJ vs ELF
+391.6%
-177.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.7% |
| 7D | +3.5% | +1.6% | +1.9% | +3.4% |
| 30D | +12.5% | +9.1% | +3.4% | +12.2% |
| 3M | +9.6% | +28.2% | -18.6% | +8.7% |
| 6M | +25.3% | +119.5% | -94.2% | +22.2% |
| YTD | +40.3% | +55.2% | -14.9% | +37.9% |
| 1Y | +49.6% | +58.6% | -8.9% | +46.9% |
| 3Y | +110.8% | +21.3% | +89.5% | +102.6% |
| 5Y | +99.1% | +276.2% | -177.1% | +74.9% |
| 10Y | +216.6% | +337.0% | -120.4% | +156.1% |
| All | +213.9% | +391.6% | -177.6% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling