+606.9%
JNJ vs EMB
+132.1%
+474.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +7.4% | -0.3% | +7.7% | +7.5% |
| 3M | +21.2% | -0.4% | +21.6% | +21.3% |
| 6M | +13.4% | +0.1% | +13.3% | +13.3% |
| YTD | +35.1% | +1.6% | +33.5% | +34.4% |
| 1Y | +57.4% | +5.6% | +51.8% | +54.6% |
| 3Y | +86.8% | +29.8% | +56.9% | +71.6% |
| 5Y | +80.8% | +7.3% | +73.5% | +75.9% |
| 10Y | +202.7% | +30.4% | +172.3% | +179.1% |
| All | +606.9% | +132.1% | +474.7% | +518.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling