+84.2%
JNJ vs ELV
+24.6%
+59.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.5% |
| 7D | -3.5% | +2.8% | -6.3% | -4.0% |
| 30D | +2.3% | +4.9% | -2.6% | +1.5% |
| 3M | +12.0% | +4.9% | +7.1% | +10.9% |
| 6M | +10.5% | +45.1% | -34.6% | +3.5% |
| YTD | +30.4% | +20.7% | +9.7% | +25.3% |
| 1Y | +52.1% | +35.0% | +17.1% | +42.7% |
| 3Y | +77.8% | -2.4% | +80.2% | +75.0% |
| All | +84.2% | +24.6% | +59.6% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling