+4,119.0%
JNJ vs EME
+62,686.5%
-58,567.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.5% |
| 7D | -0.8% | +5.2% | -5.9% | -1.3% |
| 30D | +4.3% | -5.4% | +9.7% | +4.9% |
| 3M | +16.5% | -6.1% | +22.6% | +16.6% |
| 6M | +13.1% | +9.7% | +3.5% | +10.9% |
| YTD | +32.1% | +26.6% | +5.6% | +27.1% |
| 1Y | +54.5% | +24.6% | +29.9% | +48.1% |
| 3Y | +82.5% | +249.6% | -167.1% | +49.3% |
| 5Y | +80.0% | +556.6% | -476.5% | +33.5% |
| 10Y | +195.7% | +1,286.6% | -1,091.0% | +92.4% |
| All | +4,119.0% | +62,686.5% | -58,567.5% | +1,842.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling