+57.4%
JNJ vs EME
+19.7%
+37.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.0% |
| 7D | +2.7% | +1.9% | +0.8% | +2.9% |
| 30D | +7.4% | -8.3% | +15.6% | +6.6% |
| 3M | +21.2% | -10.7% | +32.0% | +21.1% |
| 6M | +13.4% | +1.9% | +11.5% | +13.7% |
| YTD | +35.1% | +23.5% | +11.7% | +37.4% |
| 1Y | +57.4% | +18.0% | +39.5% | +59.9% |
| All | +57.4% | +19.7% | +37.8% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling