+77.8%
JNJ vs EME
+252.2%
-174.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | +0.1% |
| 7D | -3.5% | +3.5% | -7.0% | -3.1% |
| 30D | +2.3% | -6.3% | +8.6% | +1.7% |
| 3M | +12.0% | -3.8% | +15.7% | +12.2% |
| 6M | +10.5% | +8.5% | +2.0% | +11.9% |
| YTD | +30.4% | +27.8% | +2.6% | +34.4% |
| 1Y | +52.1% | +22.2% | +29.9% | +56.7% |
| 3Y | +77.8% | +253.5% | -175.7% | +96.7% |
| All | +77.8% | +252.2% | -174.4% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling