+82.7%
JNJ vs EMB
+7.1%
+75.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +2.5% | -0.3% | +2.8% | +2.6% |
| 3M | +13.2% | -0.3% | +13.5% | +13.3% |
| 6M | +11.3% | +0.7% | +10.5% | +10.9% |
| YTD | +31.1% | +1.3% | +29.9% | +30.5% |
| 1Y | +54.3% | +4.7% | +49.6% | +51.9% |
| 3Y | +81.1% | +30.1% | +51.1% | +66.2% |
| 5Y | +82.7% | +6.9% | +75.9% | +78.4% |
| All | +82.7% | +7.1% | +75.6% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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