+192.5%
JNJ vs ELV
+280.2%
-87.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.5% | +3.2% | -6.7% | -4.2% |
| 30D | +2.3% | +5.4% | -3.1% | +1.0% |
| 3M | +12.0% | +5.4% | +6.6% | +10.3% |
| 6M | +10.5% | +45.7% | -35.2% | +0.7% |
| YTD | +30.4% | +21.2% | +9.2% | +23.2% |
| 1Y | +52.1% | +35.6% | +16.5% | +39.4% |
| 3Y | +77.8% | -2.0% | +79.8% | +73.3% |
| 5Y | +82.9% | +26.0% | +56.9% | +63.6% |
| All | +192.5% | +280.2% | -87.7% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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