+801.8%
JNJ vs ELV
+2,378.1%
-1,576.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -3.0% | -2.2% | -0.8% | -2.5% |
| 30D | +2.5% | -0.2% | +2.7% | +2.6% |
| 3M | +13.2% | -6.1% | +19.4% | +14.5% |
| 6M | +11.3% | +42.8% | -31.6% | +2.2% |
| YTD | +31.1% | +14.4% | +16.7% | +25.8% |
| 1Y | +54.3% | +28.6% | +25.7% | +43.7% |
| 3Y | +81.1% | -7.4% | +88.6% | +78.8% |
| 5Y | +82.7% | +14.5% | +68.3% | +69.3% |
| 10Y | +196.5% | +257.4% | -60.9% | +103.9% |
| All | +801.8% | +2,378.1% | -1,576.3% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling