+221.6%
JNJ vs EMR
+279.2%
-57.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.5% | +2.8% | +0.6% | +2.9% |
| 30D | +12.5% | +3.7% | +8.9% | +11.8% |
| 3M | +9.6% | +2.0% | +7.5% | +9.0% |
| 6M | +25.3% | +22.1% | +3.2% | +20.2% |
| YTD | +40.3% | +27.2% | +13.1% | +32.6% |
| 1Y | +49.6% | +32.0% | +17.6% | +40.3% |
| 3Y | +110.8% | +103.3% | +7.5% | +74.7% |
| 5Y | +99.1% | +88.2% | +10.9% | +65.9% |
| All | +221.6% | +279.2% | -57.6% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling