+9,018.1%
JNJ vs EMR
+4,423.3%
+4,594.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.5% | +2.8% | +0.6% | +2.7% |
| 30D | +12.5% | +3.7% | +8.9% | +11.5% |
| 3M | +9.6% | +2.0% | +7.5% | +8.8% |
| 6M | +25.3% | +22.1% | +3.2% | +18.4% |
| YTD | +40.3% | +27.2% | +13.1% | +30.1% |
| 1Y | +49.6% | +32.0% | +17.6% | +37.3% |
| 3Y | +110.8% | +103.3% | +7.5% | +68.1% |
| 5Y | +99.1% | +88.2% | +10.9% | +59.5% |
| 10Y | +216.6% | +280.4% | -63.9% | +98.7% |
| All | +9,018.1% | +4,423.3% | +4,594.9% | +1,982.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling